CTM MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.68% (-49.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.5542 | 25,542,250.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities