NSI NV MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.83% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1680 | 23.39 | |
| 0.6053 | 56.55 | |
| 0.0409 | 4.08 | |
| 0.0034 | 2.11 | |
| 0.0175 | 4.69 | |
| 0.9812 | 218.87 |
Estimation Period:
Apr 3, 1998 to Feb 13, 2026
Apr 3, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Real Estate