P E Analytics Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.77% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2122 | 3.94 | |
| 0.0000 | 0.00 | |
| -0.0901 | -2.93 | |
| 5.2334 | 0.31 | |
| 0.4915 | 0.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 4, 2022 to Jan 30, 2026
Apr 4, 2022 to Jan 30, 2026
News Impact Curve
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