ARC Finance Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.48% (-7.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.3850 | 33.75 | |
| 0.4657 | 34.71 | |
| -0.0710 | -7.37 | |
| 2.7561 | 0.35 | |
| 0.5542 | 0.34 | |
| 0.0977 | 0.04 |
Estimation Period:
Oct 21, 2016 to Feb 13, 2026
Oct 21, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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