Aucnet Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.83% (+19.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1401 | 8.95 | |
| 0.4731 | 12.20 | |
| 0.0338 | 1.57 | |
| 0.0983 | 0.28 | |
| 0.0155 | 0.29 | |
| 0.9663 | 8.13 |
Estimation Period:
Mar 29, 2017 to Feb 13, 2026
Mar 29, 2017 to Feb 13, 2026
News Impact Curve
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