NPC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.75% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1992 | 28.93 | |
| 0.5975 | 41.92 | |
| -0.0202 | -2.00 | |
| 0.0199 | 2.34 | |
| 0.0294 | 4.14 | |
| 0.9688 | 125.25 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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