RCE Capital BHD MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.70% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1346 | 13.55 | |
| 0.6231 | 31.05 | |
| 0.0322 | 1.97 | |
| 0.0117 | 1.03 | |
| 0.0149 | 1.79 | |
| 0.9840 | 106.04 |
Estimation Period:
Jul 5, 1996 to Feb 6, 2026
Jul 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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