Vstecs BHD MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.15% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1179 | 13.80 | |
| 0.7202 | 29.90 | |
| -0.0101 | -0.57 | |
| 0.0917 | 1.32 | |
| 0.0478 | 1.41 | |
| 0.9297 | 21.16 |
Estimation Period:
Apr 16, 2010 to Feb 6, 2026
Apr 16, 2010 to Feb 6, 2026
News Impact Curve
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