Corby Spirit And Wine Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.23% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1438 | 19.92 | |
| 0.6353 | 35.38 | |
| 0.0064 | 0.61 | |
| 0.0182 | 2.97 | |
| 0.0356 | 3.07 | |
| 0.9562 | 73.46 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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