Jacques Bogart MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.32% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1476 | 15.29 | |
| 0.5937 | 29.87 | |
| 0.0499 | 4.22 | |
| 0.1312 | 2.71 | |
| 0.0593 | 3.02 | |
| 0.9286 | 39.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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