Momentum Group Limited GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.20% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 6.23 | |
| 0.0317 | 13.24 | |
| 0.9563 | 235.24 |
Estimation Period:
Sep 28, 2001 to Feb 6, 2026
Sep 28, 2001 to Feb 6, 2026
News Impact Curve
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