Catana Group MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.12% (-4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2132 | 15.70 | |
| 0.7098 | 46.64 | |
| -0.0727 | -3.86 | |
| 0.0392 | 1.91 | |
| 0.0199 | 4.01 | |
| 0.9778 | 158.42 |
Estimation Period:
May 17, 2005 to Feb 6, 2026
May 17, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities