Chase Asia PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.02% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1301 | 10.30 | |
| 0.7998 | 28.49 | |
| -0.1097 | -8.07 | |
| 3.1758 | 0.10 | |
| 0.7944 | 0.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 21, 2023 to Feb 6, 2026
Feb 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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