Naperol Investments Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.75% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1618 | 25.90 | |
| 0.7147 | 60.92 | |
| -0.0602 | -6.09 | |
| 0.0293 | 1.76 | |
| 0.0109 | 2.94 | |
| 0.9857 | 200.76 |
Estimation Period:
Jul 3, 2003 to Jan 30, 2026
Jul 3, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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