Eb Creasy & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.57% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1693 | 1.87 | |
| 0.3409 | 4.98 | |
| -0.1607 | -2.10 | |
| 2.3583 | 0.21 | |
| 0.4145 | 0.34 | |
| 0.4792 | 0.32 |
Estimation Period:
Jan 10, 1990 to Feb 6, 2026
Jan 10, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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