EMSTEEL Building Materials PJSC MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.63% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1366 | 25.32 | |
| 0.6487 | 53.03 | |
| 0.0309 | 3.19 | |
| 0.1711 | 1.75 | |
| 0.2026 | 2.73 | |
| 0.7808 | 8.84 |
Estimation Period:
Jan 12, 2007 to Feb 13, 2026
Jan 12, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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