Mps Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.57% (-8.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1871 | 21.68 | |
| 0.6248 | 46.71 | |
| -0.0128 | -0.93 | |
| 0.0576 | 1.82 | |
| 0.0345 | 2.78 | |
| 0.9595 | 63.36 |
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Mar 10, 2003 to Feb 6, 2026
News Impact Curve
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