Thrace Plastics Holdng Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.31% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2595 | 0.33 | |
| 0.3854 | 0.06 | |
| -0.1165 | -0.05 | |
| 0.0155 | 0.01 | |
| 0.8733 | 0.13 | |
| 0.1267 | 0.02 |
Estimation Period:
Sep 20, 2012 to Feb 6, 2026
Sep 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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