Tay Two Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.59% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2507 | 18.73 | |
| 0.4467 | 27.41 | |
| 0.1371 | 7.04 | |
| 0.0740 | 1.84 | |
| 0.0890 | 6.20 | |
| 0.9110 | 65.92 |
Estimation Period:
Dec 5, 2000 to Feb 10, 2026
Dec 5, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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