Pricer Ab MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:74.92% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2771 | 23.76 | |
| 0.1452 | 10.04 | |
| -0.1316 | -8.76 | |
| 2.5075 | 0.83 | |
| 0.8857 | 6.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 20, 1997 to Feb 13, 2026
Aug 20, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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