Trust Modaraba MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:73.77% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0978 | 18.05 | |
| 0.8098 | 78.85 | |
| -0.0032 | -0.37 | |
| 1.1374 | 1.96 | |
| 0.1095 | 2.21 | |
| 0.8725 | 14.51 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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