Fisco Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.46% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.4138 | 33.05 | |
| 0.5256 | 49.77 | |
| -0.0791 | -2.98 | |
| 1.1273 | 2.07 | |
| 0.3881 | 2.59 | |
| 0.5991 | 3.51 |
Estimation Period:
Jun 14, 2006 to Feb 13, 2026
Jun 14, 2006 to Feb 13, 2026
News Impact Curve
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