Crizac Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.76% (-4.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.5000 | 64.27 | |
| 0.6250 | 374.45 | |
| -0.5000 | -64.25 | |
| 0.0000 | 0.50 | |
| 0.0008 | 27.50 | |
| 0.8779 | 4,303.63 |
Estimation Period:
Jul 9, 2025 to Feb 6, 2026
Jul 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Crizac Limited Analyses
Other MF2-GARCH Analyses on International Equities