Neeraj Paper MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.80% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1496 | 17.87 | |
| 0.7237 | 62.05 | |
| 0.0125 | 1.38 | |
| 0.0703 | 1.65 | |
| 0.0800 | 2.01 | |
| 0.9069 | 20.76 |
Estimation Period:
Nov 11, 2015 to Jan 16, 2026
Nov 11, 2015 to Jan 16, 2026
News Impact Curve
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