Relpol MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.82% (+3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1635 | 22.49 | |
| 0.5672 | 36.18 | |
| 0.0027 | 0.26 | |
| 0.0204 | 1.75 | |
| 0.0161 | 3.35 | |
| 0.9809 | 162.99 |
Estimation Period:
Feb 9, 1996 to Feb 6, 2026
Feb 9, 1996 to Feb 6, 2026
News Impact Curve
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