Lkp Securities Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.73% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1282 | 20.27 | |
| 0.7297 | 50.94 | |
| -0.0060 | -0.63 | |
| 2.1669 | 6.07 | |
| 0.8150 | 16.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 1, 2016 to Feb 6, 2026
Dec 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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