Protektor Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.91% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1244 | 11.27 | |
| 0.6089 | 12.02 | |
| 0.0002 | 0.01 | |
| 0.0897 | 0.66 | |
| 0.0587 | 1.09 | |
| 0.9304 | 13.31 |
Estimation Period:
May 13, 2009 to Feb 6, 2026
May 13, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities