Abl Group Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.78% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1526 | 13.92 | |
| 0.6842 | 38.89 | |
| -0.0442 | -3.51 | |
| 0.1684 | 1.05 | |
| 0.2866 | 2.95 | |
| 0.7101 | 6.22 |
Estimation Period:
Aug 13, 2014 to Feb 6, 2026
Aug 13, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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