Waberer'S MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.99% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2489 | 14.77 | |
| 0.7219 | 56.25 | |
| -0.0632 | -3.16 | |
| 0.0589 | 3.28 | |
| 0.0214 | 3.77 | |
| 0.9729 | 144.46 |
Estimation Period:
Jul 6, 2017 to Feb 13, 2026
Jul 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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