CP ALL PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:0.06% (-8.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.8467 | 8,466,910.00 | |
| 0.0000 | 100.00 | |
| 0.3066 | 3,065,980.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Oct 14, 2003 to Jan 30, 2026
Oct 14, 2003 to Jan 30, 2026
News Impact Curve
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