Diagnostyka SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.54% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.5000 | 34.41 | |
| 0.0000 | 0.11 | |
| -0.5000 | -35.11 | |
| 0.0000 | 0.00 | |
| 0.0328 | 1.27 | |
| 0.9595 | 17.36 |
Estimation Period:
Feb 7, 2025 to Feb 6, 2026
Feb 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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