Pae Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:128.73% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1065 | 0.72 | |
| 0.4565 | 2.19 | |
| -0.0964 | -0.49 | |
| 6.5837 | 0.09 | |
| 0.5180 | 0.15 | |
| 0.0679 | 0.01 |
Estimation Period:
May 4, 2011 to Jan 16, 2026
May 4, 2011 to Jan 16, 2026
News Impact Curve
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