Momentum Group Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.41% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1117 | 18.11 | |
| 0.6991 | 37.85 | |
| 0.0301 | 4.41 | |
| 0.1250 | 1.62 | |
| 0.0643 | 1.49 | |
| 0.9032 | 14.41 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Momentum Group Limited Analyses
Other MF2-GARCH Analyses on International Equities