Ytn MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:46.89% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2376 | 17.88 | |
| 0.7615 | 83.12 | |
| -0.1043 | -4.74 | |
| 0.0082 | 1.34 | |
| 0.0063 | 3.90 | |
| 0.9933 | 449.25 |
Estimation Period:
Aug 12, 2003 to Feb 13, 2026
Aug 12, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities