Dynamic Portfolio Management MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.14% (+5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1898 | 25.45 | |
| 0.7111 | 57.54 | |
| -0.0060 | -0.78 | |
| 0.0451 | 2.25 | |
| 0.0177 | 2.13 | |
| 0.9715 | 83.91 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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