Arise Ab MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:35.61% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0401 | 8.97 | |
| 0.8175 | 37.70 | |
| 0.1017 | 10.46 | |
| 0.0068 | 1.09 | |
| 0.0049 | 2.13 | |
| 0.9943 | 315.75 |
Estimation Period:
Apr 1, 2010 to Jan 16, 2026
Apr 1, 2010 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities