Albert David MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.99% (+7.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1989 | 14.97 | |
| 0.5428 | 15.21 | |
| -0.0866 | -4.93 | |
| 0.5138 | 0.89 | |
| 0.0663 | 0.88 | |
| 0.8695 | 6.41 |
Estimation Period:
Jan 5, 2010 to Feb 6, 2026
Jan 5, 2010 to Feb 6, 2026
News Impact Curve
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