Cs Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.46% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1780 | 18.47 | |
| 0.5658 | 25.52 | |
| 0.0080 | 0.64 | |
| 1.0589 | 1.23 | |
| 0.2106 | 1.21 | |
| 0.7167 | 3.08 |
Estimation Period:
Jan 26, 2005 to Feb 6, 2026
Jan 26, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities