Minor International PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.31% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0845 | 17.02 | |
| 0.6971 | 42.47 | |
| 0.0906 | 12.41 | |
| 0.1092 | 3.21 | |
| 0.0741 | 3.94 | |
| 0.9112 | 40.06 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Minor International PCL Analyses
Other MF2-GARCH Analyses on International Equities