Itera Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.07% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1283 | 19.81 | |
| 0.4504 | 19.54 | |
| 0.1124 | 10.43 | |
| 1.0223 | 0.63 | |
| 0.3109 | 0.66 | |
| 0.5617 | 0.82 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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