Acteos MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.72% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2012 | 21.14 | |
| 0.6401 | 51.19 | |
| -0.0992 | -9.48 | |
| 0.0149 | 1.20 | |
| 0.0059 | 2.27 | |
| 0.9928 | 277.95 |
Estimation Period:
Jul 5, 2000 to Feb 6, 2026
Jul 5, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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