NPC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.50% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1987 | 28.93 | |
| 0.5987 | 42.08 | |
| -0.0200 | -1.98 | |
| 0.0200 | 2.35 | |
| 0.0294 | 4.14 | |
| 0.9688 | 125.15 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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