Capital B MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:74.76% (-4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1044 | 7.35 | |
| 0.7553 | 10.71 | |
| -0.0382 | -1.09 | |
| 8.2771 | 0.27 | |
| 0.6584 | 1.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 4, 2011 to Feb 6, 2026
Jul 4, 2011 to Feb 6, 2026
News Impact Curve
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