International Integrated SYS MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.23% (+4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7084 | 10.93 | |
| 0.0348 | 9.03 | |
| 0.5000 | 3.70 | |
| 10.0000 | 12.66 | |
| 0.0000 | 0.00 | |
| 0.9778 | 103.32 |
Estimation Period:
Sep 3, 2024 to Feb 6, 2026
Sep 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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