Text SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.81% (-5.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0700 | 8.98 | |
| 0.5386 | 17.39 | |
| 0.1321 | 6.68 | |
| 0.1515 | 0.55 | |
| 0.0284 | 0.59 | |
| 0.9476 | 11.43 |
Estimation Period:
Apr 11, 2014 to Feb 6, 2026
Apr 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities