Fairfax Financial Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.68% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1289 | 25.82 | |
| 0.6690 | 51.03 | |
| 0.0392 | 4.67 | |
| 0.0117 | 2.13 | |
| 0.0200 | 4.44 | |
| 0.9773 | 175.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fairfax Financial Holdings Ltd Analyses
Other MF2-GARCH Analyses on International Equities