TQM Alpha PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.24% (-8.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3981 | 10.54 | |
| 0.0000 | 0.00 | |
| -0.1868 | -4.02 | |
| 0.4687 | 0.54 | |
| 0.2683 | 0.63 | |
| 0.6783 | 1.37 |
Estimation Period:
Dec 20, 2018 to Feb 6, 2026
Dec 20, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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