Ve Wong MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.91% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2188 | 28.97 | |
| 0.6369 | 57.86 | |
| -0.0609 | -6.37 | |
| 0.0062 | 3.27 | |
| 0.0245 | 6.49 | |
| 0.9734 | 233.27 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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