S A Fountaine Pajot MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.12% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0151 | 2.02 | |
| 0.8373 | 55.41 | |
| 0.1090 | 9.85 | |
| 2.0499 | 0.07 | |
| 0.4774 | 0.07 | |
| 0.0000 | 0.00 |
Estimation Period:
May 20, 2021 to Feb 6, 2026
May 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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