Trucap Finance Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.27% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2064 | 18.75 | |
| 0.6690 | 54.55 | |
| 0.0912 | 6.72 | |
| 0.0362 | 7.39 | |
| 0.0068 | 4.87 | |
| 0.9916 | 706.80 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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