Inc Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.84% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2225 | 16.50 | |
| 0.5233 | 20.83 | |
| -0.0539 | -3.44 | |
| 0.1321 | 1.89 | |
| 0.0491 | 2.34 | |
| 0.9413 | 45.42 |
Estimation Period:
Oct 9, 2006 to Feb 6, 2026
Oct 9, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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