Hawkins Cooker MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.05% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1341 | 21.82 | |
| 0.6145 | 48.17 | |
| -0.0030 | -0.18 | |
| 0.0018 | 0.35 | |
| 0.0028 | 1.50 | |
| 0.9967 | 415.63 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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