Caida Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.46% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2287 | 16.51 | |
| 0.6726 | 34.13 | |
| -0.1762 | -11.84 | |
| 0.1121 | 1.11 | |
| 0.0236 | 3.99 | |
| 0.9445 | 30.20 |
Estimation Period:
May 7, 2021 to Feb 6, 2026
May 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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