Lpp Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.23% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1362 | 16.44 | |
| 0.5574 | 29.40 | |
| 0.0491 | 4.28 | |
| 0.0269 | 0.54 | |
| 0.0118 | 0.99 | |
| 0.9834 | 46.85 |
Estimation Period:
Nov 6, 2002 to Feb 6, 2026
Nov 6, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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