Porr Ag MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.07% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2103 | 18.67 | |
| 0.5627 | 40.68 | |
| 0.0164 | 1.05 | |
| 0.0339 | 1.71 | |
| 0.0265 | 3.80 | |
| 0.9672 | 114.65 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities