TP MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:40.33% (-4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1844 | 23.87 | |
| 0.7048 | 39.96 | |
| -0.0666 | -7.00 | |
| 0.2512 | 1.64 | |
| 0.1279 | 1.60 | |
| 0.8503 | 9.03 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
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