Gubra A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.80% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2243 | 14.69 | |
| 0.7474 | 42.34 | |
| -0.2243 | -7.05 | |
| 5.7576 | 0.03 | |
| 0.1350 | 0.03 | |
| 0.5815 | 0.04 |
Estimation Period:
Apr 3, 2023 to Feb 6, 2026
Apr 3, 2023 to Feb 6, 2026
News Impact Curve
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