Nok Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.82% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0508 | 19.35 | |
| 0.8432 | 158.67 | |
| 0.0551 | 13.29 | |
| 0.0259 | 3.62 | |
| 0.0172 | 4.32 | |
| 0.9783 | 195.43 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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