Transpek Industry MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.31% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1291 | 6.45 | |
| 0.6225 | 7.94 | |
| -0.0388 | -0.84 | |
| 1.2637 | 0.42 | |
| 0.1722 | 0.29 | |
| 0.7223 | 1.00 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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