NPC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.25% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1988 | 28.91 | |
| 0.5979 | 42.00 | |
| -0.0198 | -1.96 | |
| 0.0197 | 2.35 | |
| 0.0293 | 4.15 | |
| 0.9689 | 125.73 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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