Erex Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.09% (-19.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2560 | 14.70 | |
| 0.0087 | 0.68 | |
| 0.1252 | 3.40 | |
| 3.4111 | 0.34 | |
| 0.6218 | 0.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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