Igi Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.36% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1736 | 36.75 | |
| 0.6140 | 51.32 | |
| 0.0163 | 2.53 | |
| 0.0459 | 3.09 | |
| 0.0265 | 4.73 | |
| 0.9652 | 123.48 |
Estimation Period:
Sep 5, 2001 to Feb 6, 2026
Sep 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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