Agv Products MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.04% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2105 | 31.86 | |
| 0.6455 | 59.48 | |
| -0.0043 | -0.39 | |
| 0.0320 | 4.05 | |
| 0.0594 | 7.10 | |
| 0.9348 | 100.06 |
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Feb 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities