As Lhv Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.53% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5123 | 17.86 | |
| 0.0000 | 0.00 | |
| -0.4813 | -15.12 | |
| 1.1446 | 0.51 | |
| 0.7396 | 0.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 23, 2018 to Feb 13, 2026
Aug 23, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities