Rawlplug Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.49% (+12.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0732 | 13.73 | |
| 0.6183 | 27.72 | |
| 0.0874 | 9.62 | |
| 0.1364 | 0.63 | |
| 0.0587 | 0.74 | |
| 0.9179 | 7.93 |
Estimation Period:
Dec 2, 2004 to Feb 6, 2026
Dec 2, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities