Massy Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.11% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 9.84 | |
| 0.0331 | 13.35 | |
| 0.9646 | 389.40 |
Estimation Period:
Jan 23, 2006 to Feb 6, 2026
Jan 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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