IT City PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.72% (-5.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1833 | 16.60 | |
| 0.6120 | 33.17 | |
| -0.0430 | -3.04 | |
| 0.0136 | 1.38 | |
| 0.0123 | 1.83 | |
| 0.9853 | 129.39 |
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Aug 1, 2003 to Feb 13, 2026
News Impact Curve
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