Momentum Group Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.69% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0556 | 17.26 | |
| 0.8490 | 74.68 | |
| 0.0198 | 3.61 | |
| 0.2178 | 0.66 | |
| 0.0728 | 0.63 | |
| 0.8594 | 3.96 |
Estimation Period:
Sep 28, 2001 to Feb 6, 2026
Sep 28, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Momentum Group Limited Analyses
Other MF2-GARCH Analyses on International Equities