ONTIDE MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.46% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2735 | 29.22 | |
| 0.5544 | 38.92 | |
| -0.0846 | -7.63 | |
| 0.1116 | 2.75 | |
| 0.0229 | 4.30 | |
| 0.9707 | 143.72 |
Estimation Period:
Dec 25, 1996 to Feb 6, 2026
Dec 25, 1996 to Feb 6, 2026
News Impact Curve
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