Aval Data Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.71% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1352 | 24.30 | |
| 0.6796 | 52.75 | |
| -0.0106 | -1.23 | |
| 0.0299 | 1.29 | |
| 0.0114 | 2.27 | |
| 0.9857 | 139.75 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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