Richard Pieris & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.61% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2292 | 18.74 | |
| 0.5818 | 33.31 | |
| -0.0649 | -3.98 | |
| 0.0241 | 2.10 | |
| 0.0310 | 4.80 | |
| 0.9668 | 134.53 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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