Nexity MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.45% (-4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1042 | 16.27 | |
| 0.6014 | 35.31 | |
| 0.0929 | 8.02 | |
| 0.3664 | 1.44 | |
| 0.2877 | 1.85 | |
| 0.6307 | 2.93 |
Estimation Period:
Mar 10, 2008 to Feb 6, 2026
Mar 10, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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