Noumi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.26% (-13.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2080 | 24.71 | |
| 0.5525 | 54.68 | |
| -0.0283 | -1.96 | |
| 2.2169 | 2.24 | |
| 0.8729 | 8.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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