Ab Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.38% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0926 | 10.77 | |
| 0.5057 | 19.38 | |
| 0.0589 | 6.56 | |
| 0.0397 | 0.69 | |
| 0.0257 | 1.25 | |
| 0.9665 | 33.91 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
News Impact Curve
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