IPSOS MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.93% (+25.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1270 | 9.17 | |
| 0.5203 | 24.55 | |
| 0.0644 | 4.19 | |
| 0.0162 | 1.20 | |
| 0.0061 | 1.89 | |
| 0.9899 | 167.47 |
Estimation Period:
Jul 1, 1999 to Feb 6, 2026
Jul 1, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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