NEXOME Capital Markets Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.19% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1522 | 21.16 | |
| 0.4570 | 8.34 | |
| -0.0183 | -2.22 | |
| 1.8389 | 0.47 | |
| 0.6307 | 0.47 | |
| 0.2255 | 0.14 |
Estimation Period:
May 4, 2011 to Jan 30, 2026
May 4, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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