CP Capital Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.04% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1191 | 16.76 | |
| 0.7896 | 37.81 | |
| -0.0447 | -3.84 | |
| 8.2234 | 0.06 | |
| 0.1003 | 0.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 23, 2011 to Feb 6, 2026
Jun 23, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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