CP System Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.71% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0943 | 6.41 | |
| 0.8092 | 51.66 | |
| 0.0965 | 3.97 | |
| 11.5650 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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