Defence Hub SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:73.89% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0605 | 5.67 | |
| 0.8527 | 76.83 | |
| 0.0579 | 5.10 | |
| 4.4719 | 0.20 | |
| 0.7801 | 0.19 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 17, 2019 to Jan 30, 2026
Oct 17, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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