Prime Focus MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.67% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1110 | 24.87 | |
| 0.7605 | 69.21 | |
| 0.0382 | 3.14 | |
| 0.0402 | 0.98 | |
| 0.0055 | 1.81 | |
| 0.9916 | 159.91 |
Estimation Period:
Jul 5, 2007 to Feb 6, 2026
Jul 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities