PPC Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.89% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0199 | 6.32 | |
| 0.9776 | 381.73 | |
| -0.0008 | -0.52 | |
| 4.6973 | 0.17 | |
| 0.1562 | 0.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
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