Klarsen MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.40% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1877 | 12.77 | |
| 0.6539 | 33.15 | |
| -0.0231 | -1.13 | |
| 0.0134 | 1.25 | |
| 0.0189 | 2.99 | |
| 0.9811 | 158.04 |
Estimation Period:
May 16, 2011 to Feb 13, 2026
May 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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