S&P Asia 50 CME MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.22% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8486 | 145.52 | |
| 0.1275 | 32.57 | |
| 0.0138 | 3.07 | |
| 0.0599 | 3.91 | |
| 0.9324 | 56.28 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices