Integrated Capital Services MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.07% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2206 | 28.29 | |
| 0.6869 | 33.81 | |
| -0.0483 | -3.74 | |
| 0.3993 | 1.78 | |
| 0.3051 | 1.05 | |
| 0.6751 | 2.39 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Integrated Capital Services Analyses
Other MF2-GARCH Analyses on International Equities