Elastic NV MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.57% (-16.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.5426 | 14.33 | |
| 0.2138 | 8.63 | |
| -0.3951 | -8.88 | |
| 10.0000 | 0.29 | |
| 0.0000 | 0.00 | |
| 0.3653 | 0.15 |
Estimation Period:
Mar 24, 2021 to Feb 6, 2026
Mar 24, 2021 to Feb 6, 2026
News Impact Curve
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