AUB Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.92% (+4.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1054 | 3.53 | |
| 0.2128 | 3.40 | |
| 0.0260 | 2.30 | |
| 2.1963 | 0.14 | |
| 0.2773 | 0.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 16, 2005 to Feb 13, 2026
Nov 16, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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