Gullberg & Jansson MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.51% (-4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4032 | 20.58 | |
| 0.0993 | 2.97 | |
| -0.3320 | -16.63 | |
| 8.8984 | 0.37 | |
| 0.6063 | 0.85 | |
| 0.0000 | 0.00 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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