Maraska D.D. MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:3.07% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0938 | 0.05 | |
| 0.0000 | 0.00 | |
| -0.0938 | -0.05 | |
| 0.0000 | 0.00 | |
| 0.0213 | 0.02 | |
| 0.9787 | 0.48 |
Estimation Period:
May 7, 2007 to May 30, 2025
May 7, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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