Central Depository MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.20% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0442 | 3.86 | |
| 0.6062 | 9.78 | |
| 0.0750 | 6.35 | |
| 0.3344 | 0.22 | |
| 0.3508 | 0.28 | |
| 0.5970 | 0.38 |
Estimation Period:
Jun 30, 2017 to Feb 13, 2026
Jun 30, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Central Depository Analyses
Other MF2-GARCH Analyses on International Equities