Oxford Metrics PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.93% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.9955 | 607.01 | |
| 0.0083 | 5.94 | |
| 8.9266 | 0.08 | |
| 0.2182 | 0.07 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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