Ray Sigorta MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.89% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2362 | 35.20 | |
| 0.4353 | 22.22 | |
| 0.0110 | 0.86 | |
| 4.4494 | 1.26 | |
| 0.6880 | 1.12 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 14, 1997 to Feb 13, 2026
Aug 14, 1997 to Feb 13, 2026
News Impact Curve
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