Ab Sagax MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.00% (-32.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6618 | 6,617,560.00 | |
| 0.0882 | 882,440.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3387 | 9.16 | |
| 0.5187 | 10.58 | |
| 0.0990 | 1.08 |
Estimation Period:
Nov 9, 2016 to Feb 6, 2026
Nov 9, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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