Saiham Textile MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.87% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1363 | 9.43 | |
| 0.6709 | 28.28 | |
| -0.0628 | -1.64 | |
| 0.1376 | 0.28 | |
| 0.1751 | 1.37 | |
| 0.8182 | 7.30 |
Estimation Period:
Oct 12, 2009 to Feb 5, 2026
Oct 12, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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