Insignia Financial Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.54% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1244 | 14.52 | |
| 0.5100 | 11.07 | |
| -0.0024 | -0.20 | |
| 0.1377 | 0.46 | |
| 0.1930 | 0.64 | |
| 0.7884 | 2.28 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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