Sparx Group Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.31% (-4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0808 | 12.91 | |
| 0.7014 | 74.91 | |
| 0.1877 | 13.02 | |
| 0.0023 | 0.50 | |
| 0.0071 | 5.35 | |
| 0.9927 | 624.36 |
Estimation Period:
Mar 4, 2002 to Feb 10, 2026
Mar 4, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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