Master Trust Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.13% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1452 | 21.71 | |
| 0.7277 | 57.37 | |
| -0.0206 | -2.56 | |
| 0.1156 | 0.82 | |
| 0.0342 | 1.05 | |
| 0.9588 | 23.01 |
Estimation Period:
Apr 25, 1995 to Feb 6, 2026
Apr 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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