Gaeasoft MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.89% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1685 | 21.14 | |
| 0.5066 | 12.15 | |
| -0.0292 | -2.31 | |
| 2.0117 | 0.72 | |
| 0.3326 | 0.70 | |
| 0.5555 | 0.87 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
News Impact Curve
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