Dimand Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.12% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1212 | 4.43 | |
| 0.0218 | 0.38 | |
| 0.1787 | 4.74 | |
| 0.3522 | 0.26 | |
| 0.6934 | 0.26 | |
| 0.1190 | 0.03 |
Estimation Period:
Jul 6, 2022 to Feb 6, 2026
Jul 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities