Alfio Bardolla Tra MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.68% (+5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.2224 | 13.41 | |
| 0.5748 | 26.56 | |
| 0.0791 | 2.77 | |
| 0.0695 | 1.59 | |
| 0.0105 | 1.61 | |
| 0.9836 | 92.83 |
Estimation Period:
Jul 28, 2017 to Feb 6, 2026
Jul 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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