Autobacs Seven Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.91% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1420 | 15.02 | |
| 0.5299 | 29.74 | |
| 0.0481 | 4.60 | |
| 0.0047 | 1.39 | |
| 0.0266 | 3.19 | |
| 0.9729 | 121.63 |
Estimation Period:
Aug 30, 1993 to Feb 10, 2026
Aug 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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