Financiere Moncey MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.37% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1545 | 10.36 | |
| 0.3116 | 11.78 | |
| -0.0085 | -0.56 | |
| 0.0383 | 0.17 | |
| 0.0082 | 0.41 | |
| 0.9876 | 23.79 |
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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