Effi Capital Nadlan Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.59% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0778 | 0.37 | |
| 0.0000 | 0.00 | |
| -0.0348 | -0.36 | |
| 0.8619 | 0.03 | |
| 0.1226 | 0.03 | |
| 0.6900 | 0.06 |
Estimation Period:
Feb 19, 2024 to Feb 6, 2026
Feb 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Effi Capital Nadlan Ltd Analyses
Other MF2-GARCH Analyses on International Equities