CI Mrngstr NT BK Qube Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.11% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.00 | |
| 0.8669 | 148.31 | |
| 0.1952 | 38.78 | |
| 0.0011 | 1.47 | |
| 0.0084 | 3.75 | |
| 0.9905 | 308.19 |
Estimation Period:
Feb 6, 2012 to Feb 6, 2026
Feb 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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