Tf Bank Ab MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.34% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0024 | 0.23 | |
| 0.7583 | 15.29 | |
| 0.0505 | 2.04 | |
| 2.5969 | 0.04 | |
| 0.1999 | 0.04 | |
| 0.3718 | 0.02 |
Estimation Period:
Oct 25, 2021 to Feb 6, 2026
Oct 25, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities