Klarsen MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:76.01% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3294 | 14.00 | |
| 0.5607 | 20.25 | |
| -0.1299 | -3.51 | |
| 2.9328 | 1.54 | |
| 0.1105 | 1.35 | |
| 0.8047 | 5.93 |
Estimation Period:
Jun 2, 2020 to Feb 6, 2026
Jun 2, 2020 to Feb 6, 2026
News Impact Curve
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