Intred Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.25% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2214 | 19.53 | |
| 0.5178 | 24.00 | |
| -0.0239 | -1.49 | |
| 1.5950 | 0.13 | |
| 0.4618 | 0.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 18, 2018 to Feb 6, 2026
Jul 18, 2018 to Feb 6, 2026
News Impact Curve
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