Burcelik MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:73.79% (-13.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2317 | 39.02 | |
| 0.6038 | 61.25 | |
| -0.0354 | -3.40 | |
| 0.7818 | 1.14 | |
| 0.1106 | 1.16 | |
| 0.8377 | 5.93 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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