Sogeclair MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.72% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1335 | 20.33 | |
| 0.6340 | 38.03 | |
| 0.1204 | 11.30 | |
| 0.3270 | 2.01 | |
| 0.0879 | 1.77 | |
| 0.8571 | 11.26 |
Estimation Period:
Nov 26, 1998 to Feb 6, 2026
Nov 26, 1998 to Feb 6, 2026
News Impact Curve
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