Datagroup Se MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.41% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0811 | 15.85 | |
| 0.7988 | 55.09 | |
| 0.0412 | 4.80 | |
| 0.0488 | 2.09 | |
| 0.0334 | 2.62 | |
| 0.9598 | 62.09 |
Estimation Period:
Sep 14, 2006 to Feb 6, 2026
Sep 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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