Hoaphat Textbook Printing MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:27.23% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2126 | 21.45 | |
| 0.6901 | 31.02 | |
| -0.0947 | -9.61 | |
| 6.3063 | 0.48 | |
| 0.3695 | 0.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 3, 2010 to May 30, 2025
Sep 3, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Hoaphat Textbook Printing Analyses
Other MF2-GARCH Analyses on International Equities