Centrum Capital Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.93% (+11.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2387 | 30.78 | |
| 0.5273 | 39.59 | |
| 0.0347 | 3.03 | |
| 0.0077 | 0.79 | |
| 0.0035 | 1.79 | |
| 0.9958 | 369.23 |
Estimation Period:
Oct 17, 2007 to Feb 6, 2026
Oct 17, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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