Tribhovandas Bhimj Zaveri MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.11% (-4.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1418 | 17.98 | |
| 0.6419 | 29.35 | |
| -0.0002 | -0.01 | |
| 0.2330 | 1.03 | |
| 0.0249 | 1.45 | |
| 0.9512 | 25.66 |
Estimation Period:
May 9, 2012 to Feb 6, 2026
May 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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