Rana Gruber ASA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.63% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0857 | 6.58 | |
| 0.3484 | 13.48 | |
| 0.2276 | 11.39 | |
| 0.0135 | 0.14 | |
| 0.0047 | 0.43 | |
| 0.9916 | 33.28 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Rana Gruber ASA Analyses
Other MF2-GARCH Analyses on International Equities