JHS Svendgaard Retail Ventu MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.77% (+20.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4406 | 16.93 | |
| 0.0151 | 1.08 | |
| 0.5000 | 9.94 | |
| 10.0000 | 1.00 | |
| 0.5171 | 1.27 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 26, 2024 to Feb 6, 2026
Jun 26, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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