S.Alam Cold Rolled Steels MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.59% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0508 | 5.15 | |
| 0.8867 | 94.77 | |
| 0.0268 | 1.57 | |
| 0.8326 | 0.56 | |
| 0.7631 | 0.67 | |
| 0.1689 | 0.14 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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