Pc Direct MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.34% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2262 | 19.30 | |
| 0.5546 | 23.93 | |
| -0.0484 | -2.89 | |
| 0.1125 | 1.80 | |
| 0.0390 | 3.01 | |
| 0.9534 | 56.27 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
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