Mch Group Ag MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.91% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1126 | 21.27 | |
| 0.6612 | 49.02 | |
| 0.0164 | 1.91 | |
| 0.0099 | 1.28 | |
| 0.0159 | 2.99 | |
| 0.9813 | 140.23 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities