LISI MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.99% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0591 | 23.47 | |
| 0.8587 | 202.67 | |
| 0.0582 | 13.94 | |
| 0.0253 | 5.40 | |
| 0.0208 | 5.38 | |
| 0.9743 | 213.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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