Prime Securities Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.79% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1415 | 27.16 | |
| 0.5877 | 32.23 | |
| -0.0145 | -1.79 | |
| 0.0194 | 0.71 | |
| 0.0197 | 2.18 | |
| 0.9798 | 107.35 |
Estimation Period:
Apr 3, 1995 to Feb 13, 2026
Apr 3, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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