Note AB MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.65% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0270 | 9.13 | |
| 0.8234 | 121.01 | |
| 0.1272 | 16.81 | |
| 0.0365 | 1.12 | |
| 0.0168 | 1.71 | |
| 0.9785 | 66.62 |
Estimation Period:
Jun 23, 2004 to Feb 6, 2026
Jun 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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