Hatton National Bank Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.23% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1577 | 17.32 | |
| 0.7125 | 48.15 | |
| -0.0324 | -2.67 | |
| 0.0018 | 1.64 | |
| 0.0171 | 4.66 | |
| 0.9827 | 276.50 |
Estimation Period:
Feb 19, 2007 to Feb 6, 2026
Feb 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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