Azorim Invt Dev & Constr MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:39.66% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0705 | 17.04 | |
| 0.8327 | 90.37 | |
| 0.0088 | 1.26 | |
| 0.0419 | 1.58 | |
| 0.0504 | 2.73 | |
| 0.9437 | 41.24 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Azorim Invt Dev & Constr Analyses
Other MF2-GARCH Analyses on International Equities