Nac Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:14.27% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1347 | 15.30 | |
| 0.6266 | 45.76 | |
| 0.1107 | 10.04 | |
| 0.1922 | 1.68 | |
| 0.3533 | 1.55 | |
| 0.6082 | 2.44 |
Estimation Period:
Sep 21, 1995 to Feb 20, 2026
Sep 21, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities