Prologue MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.21% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0490 | 12.04 | |
| 0.8973 | 167.88 | |
| 0.0518 | 6.61 | |
| 0.0059 | 0.55 | |
| 0.0000 | 0.02 | |
| 0.9995 | 832.22 |
Estimation Period:
Jan 9, 2007 to Feb 6, 2026
Jan 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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