UCB SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.09% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1173 | 20.83 | |
| 0.6651 | 57.65 | |
| 0.0842 | 9.58 | |
| 0.0182 | 2.68 | |
| 0.0249 | 3.59 | |
| 0.9694 | 117.85 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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