Property & Building Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:42.27% (+3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0451 | 14.24 | |
| 0.8220 | 76.69 | |
| 0.0718 | 12.65 | |
| 0.0163 | 2.07 | |
| 0.0308 | 3.31 | |
| 0.9664 | 91.49 |
Estimation Period:
Jan 23, 1995 to Feb 12, 2026
Jan 23, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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