Transformers & Rectifires In MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:67.70% (-8.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1582 | 24.90 | |
| 0.6638 | 51.18 | |
| -0.0283 | -1.96 | |
| 0.0214 | 1.10 | |
| 0.0153 | 3.00 | |
| 0.9831 | 166.99 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Transformers & Rectifires In Analyses
Other MF2-GARCH Analyses on International Equities