Salmar Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.69% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0658 | 12.36 | |
| 0.6672 | 26.86 | |
| 0.1097 | 7.66 | |
| 0.0766 | 2.10 | |
| 0.0398 | 2.69 | |
| 0.9498 | 56.69 |
Estimation Period:
May 17, 2007 to Feb 6, 2026
May 17, 2007 to Feb 6, 2026
News Impact Curve
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