Obrascon Huarte Lain SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.07% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1032 | 20.55 | |
| 0.6869 | 59.89 | |
| 0.0816 | 9.68 | |
| 0.0160 | 2.98 | |
| 0.0231 | 3.51 | |
| 0.9751 | 146.67 |
Estimation Period:
Oct 21, 1992 to Feb 6, 2026
Oct 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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