Ph Capital Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.46% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4005 | 8.16 | |
| 0.2019 | 38.56 | |
| 0.7694 | 81.54 |
Estimation Period:
Mar 19, 2012 to Feb 6, 2026
Mar 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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