Allgeier Se MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.65% (+17.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1096 | 16.51 | |
| 0.6538 | 49.35 | |
| 0.0202 | 1.78 | |
| 0.0071 | 0.87 | |
| 0.0126 | 2.73 | |
| 0.9868 | 204.26 |
Estimation Period:
Jul 11, 2000 to Feb 6, 2026
Jul 11, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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