Phoenix Financial Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.33% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0829 | 18.44 | |
| 0.7114 | 42.36 | |
| 0.0384 | 5.61 | |
| 0.0250 | 2.35 | |
| 0.0211 | 3.42 | |
| 0.9734 | 134.92 |
Estimation Period:
Apr 12, 1999 to Feb 6, 2026
Apr 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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