MCR SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.71% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1074 | 19.33 | |
| 0.7910 | 93.46 | |
| 0.0420 | 5.49 | |
| 4.6383 | 0.05 | |
| 0.1559 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 30, 2007 to Feb 6, 2026
Jul 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities