PCBL CHEMICAL Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.68% (-4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1729 | 14.37 | |
| 0.5615 | 31.74 | |
| 0.0277 | 2.31 | |
| 0.0538 | 1.89 | |
| 0.0312 | 2.63 | |
| 0.9652 | 74.30 |
Estimation Period:
Jul 18, 1996 to Feb 6, 2026
Jul 18, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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