Delta Plus Group MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.65% (-5.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3747 | 11.18 | |
| 0.0021 | 0.23 | |
| -0.2941 | -10.28 | |
| 0.1107 | 0.24 | |
| 0.0436 | 0.47 | |
| 0.9289 | 5.15 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Delta Plus Group Analyses
Other MF2-GARCH Analyses on International Equities