Sword Group MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.39% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0685 | 15.25 | |
| 0.7214 | 55.14 | |
| 0.0841 | 10.15 | |
| 0.0287 | 1.60 | |
| 0.0215 | 1.94 | |
| 0.9698 | 59.41 |
Estimation Period:
Mar 13, 2002 to Feb 6, 2026
Mar 13, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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