Pou Chen MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.88% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0962 | 22.39 | |
| 0.8794 | 152.76 | |
| 0.0080 | 1.12 | |
| 6.2814 | 0.11 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Jun 18, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities