Cafom MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.83% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1653 | 8.47 | |
| 0.0000 | 0.00 | |
| 0.2527 | 8.67 | |
| 0.6819 | 0.88 | |
| 0.7517 | 2.66 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 2021 to Feb 13, 2026
Jun 15, 2021 to Feb 13, 2026
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