Fabasoft AG MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.06% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1350 | 23.74 | |
| 0.6185 | 49.85 | |
| 0.0928 | 8.77 | |
| 0.0343 | 2.68 | |
| 0.0133 | 5.37 | |
| 0.9829 | 285.82 |
Estimation Period:
Oct 4, 1999 to Feb 6, 2026
Oct 4, 1999 to Feb 6, 2026
News Impact Curve
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