AMA Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.58% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0533 | 12.03 | |
| 0.8534 | 75.13 | |
| 0.0527 | 9.05 | |
| 0.0452 | 2.54 | |
| 0.0408 | 4.39 | |
| 0.9579 | 99.16 |
Estimation Period:
Aug 31, 2006 to Feb 20, 2026
Aug 31, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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