Alisa Bank Plc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.33% (-8.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2333 | 19.51 | |
| 0.5372 | 37.36 | |
| 0.0990 | 4.61 | |
| 0.0083 | 2.11 | |
| 0.0076 | 3.34 | |
| 0.9916 | 432.44 |
Estimation Period:
Dec 2, 2015 to Feb 6, 2026
Dec 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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