Sempio Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:34.02% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3857 | 26.59 | |
| 0.5364 | 33.18 | |
| -0.2118 | -11.45 | |
| 0.2910 | 2.73 | |
| 0.1405 | 2.58 | |
| 0.8394 | 13.56 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities