Market Connections Asia PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.47% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2071 | 21.10 | |
| 0.7991 | 91.79 | |
| -0.2071 | -21.06 | |
| 0.5284 | 2.33 | |
| 0.5104 | 4.46 | |
| 0.3928 | 2.76 |
Estimation Period:
Oct 26, 2023 to Feb 6, 2026
Oct 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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