Petropoulos Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.01% (-6.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.8314 | 8,313,810.00 | |
| 0.0000 | 100.00 | |
| 0.3372 | 3,372,180.00 | |
| 2.5164 | 25,163,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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