Index International Group MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.10% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0984 | 0.42 | |
| 0.0028 | 0.02 | |
| -0.0379 | -0.30 | |
| 5.2164 | 0.08 | |
| 0.3365 | 0.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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