Ph Capital Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.00% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1875 | 24.90 | |
| 0.7502 | 62.51 | |
| -0.0310 | -5.14 | |
| 0.0128 | 2.61 | |
| 0.0229 | 3.51 | |
| 0.9771 | 135.37 |
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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