Valor Holdings Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.66% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0973 | 15.51 | |
| 0.6016 | 32.66 | |
| 0.0793 | 8.54 | |
| 0.0474 | 1.00 | |
| 0.0808 | 2.17 | |
| 0.9080 | 18.91 |
Estimation Period:
Nov 29, 1993 to Feb 10, 2026
Nov 29, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Valor Holdings Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities