Packages Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.50% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1926 | 28.45 | |
| 0.5470 | 32.66 | |
| 0.0104 | 1.23 | |
| 0.0448 | 2.14 | |
| 0.0256 | 3.41 | |
| 0.9653 | 90.51 |
Estimation Period:
Feb 13, 1993 to Feb 6, 2026
Feb 13, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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