Nfc Pcl MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:376.46% (+328.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1827 | 10.98 | |
| 0.6787 | 22.03 | |
| -0.0017 | -0.08 | |
| 10.0000 | 0.52 | |
| 0.3666 | 0.47 | |
| 0.2306 | 0.15 |
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Nov 6, 1996 to Jun 2, 2025
News Impact Curve
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