SPC SAMLIP MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.98% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1851 | 26.76 | |
| 0.7344 | 73.06 | |
| -0.0496 | -6.35 | |
| 0.0044 | 2.86 | |
| 0.0165 | 5.87 | |
| 0.9833 | 336.87 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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