Vivien Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.94% (+32.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.3995 | 21.51 | |
| 0.3045 | 18.85 | |
| -0.1893 | -7.78 | |
| 0.6691 | 1.24 | |
| 1.0000 | 2.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities