T-Cap Securities JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.60% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1566 | 15.93 | |
| 0.6293 | 42.95 | |
| 0.0497 | 6.10 | |
| 0.8289 | 0.40 | |
| 0.8986 | 0.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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