HT5 AG MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.57% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0821 | 15.18 | |
| 0.8850 | 160.12 | |
| 0.0578 | 6.55 | |
| 7.4456 | 0.19 | |
| 0.0000 | 0.00 | |
| 0.6849 | 0.40 |
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Aug 29, 2006 to Feb 6, 2026
News Impact Curve
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