Underwood Capital Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.01% (-11.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2255 | 16.93 | |
| 0.4276 | 10.28 | |
| -0.0422 | -1.84 | |
| 1.1199 | 0.64 | |
| 0.2802 | 0.72 | |
| 0.6748 | 1.41 |
Estimation Period:
Jan 22, 2015 to Feb 6, 2026
Jan 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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