GuocoLand Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.95% (-7.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2338 | 30.23 | |
| 0.4278 | 27.47 | |
| -0.0229 | -1.97 | |
| 0.1329 | 1.90 | |
| 0.3196 | 3.91 | |
| 0.6601 | 7.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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