Asia Commercial Bank JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.71% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1324 | 24.26 | |
| 0.8538 | 152.44 | |
| -0.0157 | -1.86 | |
| 3.4879 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.2135 | 0.00 |
Estimation Period:
Apr 2, 2007 to Feb 6, 2026
Apr 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Asia Commercial Bank JSC Analyses
Other MF2-GARCH Analyses on International Equities