Jensen-Group Nv MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.24% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1672 | 27.29 | |
| 0.6593 | 64.93 | |
| 0.0006 | 0.05 | |
| 0.0312 | 2.39 | |
| 0.0161 | 2.38 | |
| 0.9778 | 107.59 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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