D.C.M MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.96% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2511 | 27.92 | |
| 0.5230 | 22.17 | |
| -0.0565 | -4.48 | |
| 0.1501 | 3.13 | |
| 0.0501 | 4.35 | |
| 0.9414 | 74.96 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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