NSI NV MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.66% (+1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1682 | 23.19 | |
| 0.6009 | 55.82 | |
| 0.0432 | 4.27 | |
| 0.0034 | 2.08 | |
| 0.0178 | 4.65 | |
| 0.9809 | 214.08 |
Estimation Period:
Apr 3, 1998 to Feb 6, 2026
Apr 3, 1998 to Feb 6, 2026
News Impact Curve
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