Profithol S A MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:88.96% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1921 | 1.60 | |
| 0.0872 | 0.73 | |
| -0.1113 | -0.52 | |
| 1.6632 | 0.07 | |
| 0.0364 | 0.09 | |
| 0.9334 | 1.14 |
Estimation Period:
Dec 14, 2021 to Feb 13, 2026
Dec 14, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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