Valor Estate Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.12% (-17.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1491 | 12.21 | |
| 0.4202 | 5.32 | |
| -0.0301 | -2.46 | |
| 3.6414 | 0.26 | |
| 0.2011 | 0.24 | |
| 0.5205 | 0.27 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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