DBA Group SPA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.83% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2228 | 9.77 | |
| 0.3381 | 6.72 | |
| -0.0994 | -3.31 | |
| 0.5560 | 0.10 | |
| 0.8722 | 0.10 | |
| 0.0707 | 0.01 |
Estimation Period:
Dec 14, 2017 to Feb 6, 2026
Dec 14, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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