Aura Investments MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.16% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0175 | 4.97 | |
| 0.9612 | 194.34 | |
| 0.0194 | 2.92 | |
| 4.8038 | 0.05 | |
| 0.0716 | 0.05 | |
| 0.0000 | 0.00 |
Estimation Period:
May 3, 2011 to Feb 13, 2026
May 3, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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