Modella Woollens MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:0.25% (-7.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.0373 | 20,373,120.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Modella Woollens Analyses
Other MF2-GARCH Analyses on International Equities