Nelco MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.09% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1831 | 20.26 | |
| 0.4701 | 24.23 | |
| -0.0736 | -5.20 | |
| 4.7743 | 0.76 | |
| 0.5502 | 1.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 16, 2003 to Feb 13, 2026
Oct 16, 2003 to Feb 13, 2026
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