Intred Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.47% (-4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1488 | 5.83 | |
| 0.7244 | 12.78 | |
| 0.0580 | 2.55 | |
| 2.8536 | 0.35 | |
| 0.3253 | 0.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 17, 2022 to Feb 6, 2026
Mar 17, 2022 to Feb 6, 2026
News Impact Curve
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