Creditex SAA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:7.11% (-7.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4938 | 2.52 | |
| 0.0000 | 0.04 | |
| -0.2834 | -0.53 | |
| 0.3091 | 0.10 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities