S A Fountaine Pajot MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.53% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1898 | 17.89 | |
| 0.6302 | 34.46 | |
| 0.0640 | 3.10 | |
| 0.2198 | 1.95 | |
| 0.0356 | 2.17 | |
| 0.9294 | 27.92 |
Estimation Period:
Jul 3, 2007 to Feb 6, 2026
Jul 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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