AUCMA Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.25% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1989 | 30.85 | |
| 0.6080 | 42.19 | |
| 0.0049 | 0.43 | |
| 0.0864 | 3.56 | |
| 0.0665 | 4.42 | |
| 0.9260 | 53.12 |
Estimation Period:
Jan 1, 2001 to Jan 30, 2026
Jan 1, 2001 to Jan 30, 2026
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