Pasco Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:99.94% (-10.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0496 | 6.50 | |
| 0.7514 | 54.70 | |
| 0.1919 | 13.96 | |
| 3.6551 | 0.52 | |
| 0.2596 | 0.50 | |
| 0.6401 | 0.89 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
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