Poujoulat MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.08% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3058 | 22.98 | |
| 0.3570 | 13.09 | |
| -0.1204 | -6.24 | |
| 2.7560 | 1.07 | |
| 0.8037 | 0.99 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 26, 1992 to Feb 6, 2026
Feb 26, 1992 to Feb 6, 2026
News Impact Curve
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