Somar Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.03% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1723 | 19.00 | |
| 0.6953 | 64.20 | |
| -0.0035 | -0.29 | |
| 1.0871 | 4.60 | |
| 0.8563 | 13.74 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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