Rigolleau MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.68% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1607 | 17.02 | |
| 0.5018 | 26.76 | |
| 0.0565 | 4.01 | |
| 0.0587 | 1.45 | |
| 0.0648 | 3.30 | |
| 0.9321 | 42.94 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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