Geci International MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.32% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1580 | 8.29 | |
| 0.3771 | 5.39 | |
| -0.0266 | -1.24 | |
| 5.9493 | 0.36 | |
| 0.4410 | 0.35 | |
| 0.4275 | 0.26 |
Estimation Period:
May 10, 2001 to Feb 6, 2026
May 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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