Tng Invt & Trading Jsc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.71% (+14.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0910 | 20.08 | |
| 0.7710 | 62.73 | |
| 0.0379 | 5.70 | |
| 0.0390 | 2.49 | |
| 0.0118 | 2.46 | |
| 0.9837 | 165.41 |
Estimation Period:
Apr 16, 2009 to Feb 6, 2026
Apr 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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