A Capital Holding MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.72% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.9101 | 15.72 | |
| 0.0027 | 0.42 | |
| -0.1444 | -1.23 | |
| 9.9075 | 1.28 | |
| 0.7395 | 1.41 | |
| 0.0000 | 0.00 |
Estimation Period:
May 26, 2023 to Feb 5, 2026
May 26, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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