Taaza International Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:7.11% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0903 | 19.84 | |
| 0.8488 | 71.54 | |
| 0.0089 | 1.58 | |
| 0.0505 | 0.68 | |
| 0.0840 | 1.26 | |
| 0.9057 | 12.11 |
Estimation Period:
Sep 10, 2010 to May 30, 2025
Sep 10, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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