Brand 24 Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.38% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0391 | 6.96 | |
| 0.4378 | 16.67 | |
| 0.2233 | 14.05 | |
| 0.1065 | 0.50 | |
| 0.2375 | 1.85 | |
| 0.7585 | 5.09 |
Estimation Period:
Jan 30, 2018 to Jan 30, 2026
Jan 30, 2018 to Jan 30, 2026
News Impact Curve
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