Demisas Dokum Emaye MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.15% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2574 | 31.46 | |
| 0.4268 | 25.83 | |
| -0.0072 | -0.54 | |
| 0.4568 | 1.70 | |
| 0.1607 | 1.76 | |
| 0.7964 | 6.86 |
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Jul 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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