Mpc Muenchmeyer Petersen Cap MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.05% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2129 | 28.97 | |
| 0.5745 | 44.56 | |
| 0.0575 | 4.00 | |
| 0.0510 | 3.57 | |
| 0.0320 | 8.11 | |
| 0.9635 | 195.64 |
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Nov 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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