Bnp Paribas MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.16% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0505 | 7.38 | |
| 0.8335 | 123.05 | |
| 0.0924 | 8.86 | |
| 0.0336 | 3.08 | |
| 0.0215 | 2.89 | |
| 0.9694 | 94.30 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
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