Dicker Data Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.11% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1982 | 22.97 | |
| 0.5429 | 38.63 | |
| -0.0225 | -1.58 | |
| 0.3957 | 1.79 | |
| 0.2756 | 2.69 | |
| 0.6502 | 4.51 |
Estimation Period:
Jan 24, 2011 to Feb 6, 2026
Jan 24, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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