Unicap Modaraba MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.40% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1620 | 17.02 | |
| 0.6764 | 33.52 | |
| -0.0533 | -3.71 | |
| 0.1502 | 0.79 | |
| 0.0128 | 1.84 | |
| 0.9850 | 113.41 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Unicap Modaraba Analyses
Other MF2-GARCH Analyses on International Equities