Ukraine PFTS Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.78% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0874 | 4.54 | |
| 0.6370 | 12.42 | |
| 0.1106 | 3.87 | |
| 0.0204 | 0.26 | |
| 0.5384 | 5.77 | |
| 0.4616 | 3.33 |
Estimation Period:
Oct 9, 1997 to Apr 4, 2025
Oct 9, 1997 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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