Automotive Axles Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.23% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1178 | 21.71 | |
| 0.6694 | 46.71 | |
| -0.0060 | -0.73 | |
| 0.0146 | 1.48 | |
| 0.0171 | 3.37 | |
| 0.9811 | 166.08 |
Estimation Period:
Oct 9, 1995 to Feb 13, 2026
Oct 9, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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