Beyond Securities Pcl MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.97% (+29.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2870 | 18.44 | |
| 0.6145 | 34.06 | |
| -0.1682 | -10.81 | |
| 0.2867 | 1.30 | |
| 0.0455 | 2.32 | |
| 0.9452 | 36.80 |
Estimation Period:
Aug 14, 2001 to Feb 6, 2026
Aug 14, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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