Citizen Infoline Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:25.61% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2532 | 28.09 | |
| 0.5741 | 38.39 | |
| 0.0229 | 4.58 | |
| 1.1641 | 6.34 | |
| 0.5804 | 9.57 | |
| 0.3181 | 4.00 |
Estimation Period:
Nov 20, 2014 to Nov 7, 2025
Nov 20, 2014 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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