Pan International Industrial MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.96% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1197 | 31.35 | |
| 0.6982 | 54.05 | |
| 0.0413 | 7.02 | |
| 0.0263 | 3.26 | |
| 0.0238 | 4.13 | |
| 0.9732 | 156.01 |
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Mar 8, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pan International Industrial Analyses
Other MF2-GARCH Analyses on International Equities