Intema MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.12% (-7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2979 | 30.86 | |
| 0.4076 | 18.95 | |
| -0.0827 | -4.23 | |
| 1.2639 | 1.47 | |
| 0.3067 | 1.29 | |
| 0.6048 | 2.21 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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