Versabank MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.67% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0886 | 12.53 | |
| 0.6903 | 33.87 | |
| 0.0566 | 3.62 | |
| 1.4495 | 0.37 | |
| 0.7083 | 0.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
News Impact Curve
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