Vintage Securities Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:53.84% (+12.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.2304 | 4.62 | |
| 0.5880 | 12.08 | |
| 0.0561 | 1.38 | |
| 0.3840 | 0.45 | |
| 0.9333 | 0.29 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 14, 2013 to Jan 30, 2026
Oct 14, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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