Axa Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.13% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0316 | 8.39 | |
| 0.8709 | 183.30 | |
| 0.1117 | 20.58 | |
| 0.0217 | 9.27 | |
| 0.0233 | 4.88 | |
| 0.9712 | 180.53 |
Estimation Period:
Mar 12, 1999 to Feb 13, 2026
Mar 12, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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