European Smaller Companies/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.48% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0151 | 4.41 | |
| 0.8022 | 105.04 | |
| 0.1638 | 26.64 | |
| 0.0111 | 1.97 | |
| 0.0328 | 3.27 | |
| 0.9606 | 72.64 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other European Smaller Companies/The Analyses
Other MF2-GARCH Analyses on Closed-end Funds