SPC SAMLIP MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.84% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1852 | 26.76 | |
| 0.7343 | 73.06 | |
| -0.0498 | -6.37 | |
| 0.0045 | 2.92 | |
| 0.0165 | 5.86 | |
| 0.9833 | 336.87 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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