Modern Steels Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.00% (-5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1515 | 7.60 | |
| 0.7984 | 73.32 | |
| 0.0019 | 0.08 | |
| 0.8574 | 0.81 | |
| 0.9565 | 4.95 | |
| 0.0000 | 0.00 |
Estimation Period:
May 4, 2011 to Jan 30, 2026
May 4, 2011 to Jan 30, 2026
News Impact Curve
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