Netbay PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.23% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1020 | 6.95 | |
| 0.6001 | 23.14 | |
| -0.0257 | -1.50 | |
| 2.3057 | 0.41 | |
| 0.5702 | 0.44 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 16, 2016 to Feb 6, 2026
Jun 16, 2016 to Feb 6, 2026
News Impact Curve
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