AXA SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.55% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0311 | 13.87 | |
| 0.8744 | 270.61 | |
| 0.1162 | 27.15 | |
| 0.0218 | 9.87 | |
| 0.0181 | 5.51 | |
| 0.9760 | 255.38 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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