Halyk Savings Bank of Kazakhst MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.83% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1107 | 16.08 | |
| 0.6450 | 30.52 | |
| 0.0794 | 5.27 | |
| 0.0092 | 1.28 | |
| 0.0097 | 2.60 | |
| 0.9880 | 204.81 |
Estimation Period:
Apr 9, 2009 to Feb 6, 2026
Apr 9, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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