RISMA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.86% (-22.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1659 | 25.26 | |
| 0.4746 | 23.79 | |
| 0.0524 | 5.85 | |
| 0.1968 | 1.21 | |
| 0.1061 | 1.44 | |
| 0.8631 | 8.84 |
Estimation Period:
May 18, 2006 to Feb 6, 2026
May 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities