Authum Investment & Infrastr MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.62% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.2541 | 26.97 | |
| 0.3499 | 18.26 | |
| -0.0196 | -1.14 | |
| 5.8024 | 1.46 | |
| 0.6374 | 4.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 11, 2015 to Feb 6, 2026
Jun 11, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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