D. P. Abhushan Lim MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.87% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0767 | 5.15 | |
| 0.6297 | 17.05 | |
| 0.0337 | 1.38 | |
| 0.1044 | 0.30 | |
| 0.0144 | 0.44 | |
| 0.9740 | 15.15 |
Estimation Period:
Oct 25, 2017 to Feb 6, 2026
Oct 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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