More Provident Funds Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.75% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 7.53 | |
| 0.0791 | 8.64 | |
| 0.8599 | 69.99 | |
| 0.0308 | 1.91 |
Estimation Period:
Feb 11, 2022 to Feb 6, 2026
Feb 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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