Aurea MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.40% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0613 | 6.99 | |
| 0.6437 | 22.30 | |
| 0.0776 | 4.32 | |
| 2.1374 | 0.77 | |
| 0.6652 | 1.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
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