Arab Cotton Ginning MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.70% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1781 | 24.09 | |
| 0.7224 | 117.74 | |
| 0.0557 | 5.19 | |
| 5.1397 | 0.69 | |
| 0.4764 | 0.66 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 14, 1999 to Feb 5, 2026
Apr 14, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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