Metavisio MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:123.14% (-11.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2179 | 6.29 | |
| 0.3083 | 5.08 | |
| -0.0555 | -0.75 | |
| 10.0000 | 0.18 | |
| 0.0332 | 0.15 | |
| 0.8173 | 0.78 |
Estimation Period:
Dec 6, 2021 to Feb 13, 2026
Dec 6, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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