Faltec Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.93% (+19.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2875 | 16.38 | |
| 0.6469 | 40.25 | |
| -0.0769 | -3.69 | |
| 0.0160 | 1.91 | |
| 0.0158 | 5.14 | |
| 0.9812 | 228.92 |
Estimation Period:
Apr 1, 2004 to Feb 13, 2026
Apr 1, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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