Gl Events MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.41% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.01 | |
| 0.9797 | 676.57 | |
| 0.0306 | 10.65 | |
| 0.0435 | 1.54 | |
| 0.0094 | 1.55 | |
| 0.9848 | 98.42 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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