Shangri-La Asia Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.42% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1386 | 24.21 | |
| 0.6186 | 40.03 | |
| 0.0294 | 3.84 | |
| 0.0485 | 1.66 | |
| 0.0372 | 3.83 | |
| 0.9539 | 73.40 |
Estimation Period:
Jun 17, 1993 to Feb 6, 2026
Jun 17, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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