NewPrinces SpA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.37% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1679 | 10.53 | |
| 0.7401 | 40.22 | |
| -0.0817 | -4.12 | |
| 0.0038 | 0.27 | |
| 0.0050 | 1.34 | |
| 0.9950 | 153.92 |
Estimation Period:
Oct 31, 2019 to Feb 6, 2026
Oct 31, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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