Microdata MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.17% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1296 | 20.50 | |
| 0.7083 | 74.59 | |
| 0.0154 | 1.67 | |
| 0.0227 | 2.02 | |
| 0.0097 | 3.02 | |
| 0.9861 | 210.67 |
Estimation Period:
Jan 7, 2008 to Feb 6, 2026
Jan 7, 2008 to Feb 6, 2026
News Impact Curve
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