Auto Nejma MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:32.80% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0983 | 4.57 | |
| 0.8337 | 56.31 | |
| -0.0983 | -4.05 | |
| 0.2628 | 0.22 | |
| 0.9874 | 4.44 | |
| 0.0000 | 0.00 |
Estimation Period:
May 3, 1999 to Dec 5, 2025
May 3, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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