De Tam Jsc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.56% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1891 | 34.73 | |
| 0.5966 | 50.42 | |
| -0.0265 | -4.41 | |
| 0.1955 | 3.62 | |
| 0.1373 | 5.97 | |
| 0.8454 | 29.72 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
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