Pervez Ahmed Consultancy MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.68% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2542 | 21.26 | |
| 0.5994 | 49.87 | |
| -0.0360 | -2.12 | |
| 0.2475 | 2.79 | |
| 0.0160 | 2.67 | |
| 0.9756 | 119.81 |
Estimation Period:
Feb 12, 2008 to Feb 6, 2026
Feb 12, 2008 to Feb 6, 2026
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