Nekkar Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.04% (-16.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.3299 | 20.75 | |
| 0.3868 | 25.13 | |
| -0.0208 | -1.00 | |
| 0.1072 | 2.16 | |
| 0.0312 | 2.05 | |
| 0.9594 | 58.56 |
Estimation Period:
Jun 6, 2001 to Feb 13, 2026
Jun 6, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities