Dewan Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.82% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1360 | 22.37 | |
| 0.7603 | 105.46 | |
| 0.0338 | 3.88 | |
| 0.0648 | 3.53 | |
| 0.0156 | 5.36 | |
| 0.9808 | 249.76 |
Estimation Period:
Jan 30, 1993 to Feb 6, 2026
Jan 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities