Creema Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.79% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.2933 | 12.79 | |
| 0.5536 | 29.28 | |
| -0.1057 | -4.06 | |
| 6.3462 | 0.37 | |
| 0.3574 | 0.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 27, 2020 to Feb 13, 2026
Nov 27, 2020 to Feb 13, 2026
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