GHW International MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.56% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2521 | 9.73 | |
| 0.1815 | 3.79 | |
| -0.0230 | -0.50 | |
| 4.9342 | 0.30 | |
| 0.2153 | 0.36 | |
| 0.6347 | 0.59 |
Estimation Period:
Jan 21, 2020 to Feb 6, 2026
Jan 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GHW International Analyses
Other MF2-GARCH Analyses on International Equities