Sipef Nv MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.21% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1238 | 9.16 | |
| 0.7726 | 27.90 | |
| -0.0386 | -1.81 | |
| 1.6942 | 0.02 | |
| 0.0613 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 22, 2022 to Feb 6, 2026
Sep 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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