Quadient MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.48% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1211 | 14.54 | |
| 0.5607 | 18.56 | |
| -0.0377 | -4.11 | |
| 0.0301 | 0.45 | |
| 0.0193 | 0.83 | |
| 0.9746 | 30.24 |
Estimation Period:
Feb 22, 1999 to Feb 13, 2026
Feb 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities