Nitco Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.39% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2130 | 32.42 | |
| 0.5837 | 43.78 | |
| -0.0688 | -6.55 | |
| 0.0845 | 1.04 | |
| 0.0075 | 1.22 | |
| 0.9854 | 80.07 |
Estimation Period:
Mar 28, 2006 to Feb 6, 2026
Mar 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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