Sentia ASA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.12% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.4737 | 656.03 | |
| 0.7542 | 4,598.52 | |
| -0.4737 | -310.80 | |
| 10.0000 | 0.81 | |
| 1.0000 | 0.82 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 13, 2025 to Feb 6, 2026
Jun 13, 2025 to Feb 6, 2026
News Impact Curve
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