TFF Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.34% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2299 | 24.86 | |
| 0.4143 | 20.11 | |
| -0.0632 | -4.52 | |
| 0.9255 | 0.65 | |
| 0.6730 | 0.64 | |
| 0.0170 | 0.01 |
Estimation Period:
Jan 28, 1999 to Feb 6, 2026
Jan 28, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities