Frieslandcampina Engro Pak MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.25% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1178 | 24.76 | |
| 0.7553 | 82.48 | |
| 0.0163 | 2.42 | |
| 0.0199 | 1.26 | |
| 0.0061 | 2.45 | |
| 0.9902 | 189.72 |
Estimation Period:
Aug 10, 2011 to Feb 6, 2026
Aug 10, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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