Passat Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.28% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2970 | 4.36 | |
| 0.0198 | 0.27 | |
| -0.2330 | -4.92 | |
| 2.5070 | 0.10 | |
| 0.3944 | 0.10 | |
| 0.1566 | 0.02 |
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Mar 10, 2021 to Jan 30, 2026
News Impact Curve
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