TKH Group NV MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.99% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0844 | 17.29 | |
| 0.7609 | 83.51 | |
| 0.0882 | 12.91 | |
| 0.0156 | 2.45 | |
| 0.0107 | 4.01 | |
| 0.9850 | 254.13 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts