Abdullah Sm Abo Moati Statio MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:40.81% (-5.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1653 | 1.46 | |
| 0.0000 | 0.00 | |
| -0.1035 | -1.35 | |
| 1.1480 | 0.19 | |
| 0.7963 | 0.22 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 15, 2017 to Feb 12, 2026
Mar 15, 2017 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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