ISS A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.27% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2201 | 10.13 | |
| 0.5401 | 25.19 | |
| -0.0021 | -0.08 | |
| 0.0186 | 1.28 | |
| 0.0115 | 1.93 | |
| 0.9835 | 112.48 |
Estimation Period:
Mar 13, 2014 to Feb 6, 2026
Mar 13, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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