Filatex Fashions Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.60% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3051 | 33.50 | |
| 0.4772 | 14.31 | |
| -0.1408 | -13.13 | |
| 1.0866 | 1.02 | |
| 0.2454 | 1.05 | |
| 0.6934 | 2.36 |
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Mar 15, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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