Keyrus MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.15% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1049 | 20.66 | |
| 0.8581 | 204.25 | |
| 0.0572 | 7.18 | |
| 10.0000 | 0.39 | |
| 0.0000 | 0.00 | |
| 0.6572 | 0.73 |
Estimation Period:
Jul 19, 2000 to Feb 6, 2026
Jul 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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