Baikowski SAS MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.29% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1059 | 3.34 | |
| 0.6542 | 5.40 | |
| -0.0848 | -4.13 | |
| 1.4429 | 0.12 | |
| 0.3016 | 0.12 | |
| 0.4596 | 0.11 |
Estimation Period:
Jun 7, 2019 to Feb 13, 2026
Jun 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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