Arif Habib Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.15% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1591 | 23.83 | |
| 0.6893 | 37.99 | |
| -0.0265 | -3.83 | |
| 0.0316 | 0.68 | |
| 0.0049 | 1.19 | |
| 0.9904 | 100.42 |
Estimation Period:
Feb 14, 2007 to Feb 6, 2026
Feb 14, 2007 to Feb 6, 2026
News Impact Curve
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