Azevedo E Travassos Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.40% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2731 | 2.93 | |
| 0.5740 | 4.37 | |
| -0.1573 | -2.25 | |
| 4.4969 | 0.17 | |
| 0.8703 | 0.21 | |
| 0.0000 | 0.00 |
Estimation Period:
May 23, 2011 to Feb 13, 2026
May 23, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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