First Elite Capital Modaraba MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:109.30% (+11.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2132 | 18.76 | |
| 0.5813 | 26.41 | |
| -0.0404 | -2.86 | |
| 1.2915 | 1.47 | |
| 0.1875 | 1.92 | |
| 0.7861 | 6.50 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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