S&P Cote D'Iviore Broad Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.09% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2257 | 29.31 | |
| 0.5832 | 62.32 | |
| -0.0473 | -4.70 | |
| 0.0000 | 0.26 | |
| 0.0000 | 0.03 | |
| 0.9996 | 2,330.17 |
Estimation Period:
Jan 30, 1996 to Apr 4, 2025
Jan 30, 1996 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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