Caspian Corporate Services MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.34% (+3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2626 | 20.66 | |
| 0.5136 | 14.15 | |
| -0.0317 | -1.41 | |
| 0.5966 | 0.69 | |
| 0.8595 | 0.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 10, 2014 to Feb 20, 2026
Jan 10, 2014 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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