Federal-Mogul Goetz India MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.56% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1869 | 18.26 | |
| 0.5161 | 22.73 | |
| -0.0188 | -1.34 | |
| 0.0280 | 1.47 | |
| 0.0253 | 2.55 | |
| 0.9718 | 89.01 |
Estimation Period:
Jan 24, 1997 to Feb 6, 2026
Jan 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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