J-Stream Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.35% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2135 | 29.23 | |
| 0.6146 | 45.62 | |
| -0.0092 | -0.56 | |
| 0.0000 | 0.00 | |
| 0.0059 | 2.51 | |
| 0.9939 | 361.69 |
Estimation Period:
Oct 8, 2001 to Feb 13, 2026
Oct 8, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities