SAS Florentaise MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:95.16% (-7.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1528 | 14.87 | |
| 0.6610 | 73.33 | |
| 0.0388 | 1.71 | |
| 0.0214 | 6.32 | |
| 0.7969 | 23.82 | |
| 0.2031 | 13.63 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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