Alony Hetz MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.60% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0254 | 13.38 | |
| 0.9195 | 242.43 | |
| 0.0534 | 14.32 | |
| 0.0046 | 4.69 | |
| 0.0233 | 5.57 | |
| 0.9754 | 214.99 |
Estimation Period:
Nov 13, 1998 to Feb 6, 2026
Nov 13, 1998 to Feb 6, 2026
News Impact Curve
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