Plastivaloire MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.94% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1767 | 23.01 | |
| 0.6632 | 48.02 | |
| -0.0474 | -4.86 | |
| 0.0636 | 1.71 | |
| 0.0648 | 1.99 | |
| 0.9257 | 24.35 |
Estimation Period:
Jun 25, 1991 to Feb 6, 2026
Jun 25, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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