Farmsco MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:93.59% (-10.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1462 | 26.57 | |
| 0.7540 | 68.90 | |
| -0.0660 | -9.35 | |
| 2.2959 | 3.31 | |
| 0.7420 | 16.79 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 25, 1999 to Feb 13, 2026
Oct 25, 1999 to Feb 13, 2026
News Impact Curve
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