Cas MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.41% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1730 | 29.58 | |
| 0.7741 | 111.09 | |
| -0.0132 | -1.45 | |
| 0.1718 | 3.44 | |
| 0.0864 | 5.44 | |
| 0.9017 | 46.84 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
News Impact Curve
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