Jm Financial MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.88% (-5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1466 | 17.49 | |
| 0.7154 | 61.77 | |
| 0.0210 | 1.71 | |
| 0.0559 | 2.06 | |
| 0.0090 | 3.66 | |
| 0.9857 | 210.52 |
Estimation Period:
Aug 15, 2006 to Feb 6, 2026
Aug 15, 2006 to Feb 6, 2026
News Impact Curve
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