Nocil Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.93% (-5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1854 | 21.49 | |
| 0.4494 | 24.21 | |
| -0.0668 | -5.61 | |
| 1.3057 | 2.12 | |
| 0.9020 | 11.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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