ABC arbitrage MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.58% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1179 | 27.04 | |
| 0.7578 | 83.93 | |
| 0.0456 | 5.42 | |
| 0.0008 | 1.00 | |
| 0.0105 | 5.75 | |
| 0.9891 | 420.37 |
Estimation Period:
Feb 2, 1999 to Feb 6, 2026
Feb 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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