Carlos Casado Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.33% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1135 | 23.12 | |
| 0.7508 | 65.04 | |
| -0.0095 | -1.23 | |
| 0.0058 | 1.54 | |
| 0.0087 | 3.18 | |
| 0.9902 | 308.87 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Carlos Casado Sa Analyses
Other MF2-GARCH Analyses on International Equities