TP MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.56% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1863 | 24.02 | |
| 0.7025 | 39.80 | |
| -0.0679 | -7.10 | |
| 0.2550 | 1.64 | |
| 0.1310 | 1.59 | |
| 0.8469 | 8.75 |
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Dec 27, 1994 to Feb 13, 2026
News Impact Curve
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