Versabank MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.29% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1467 | 12.26 | |
| 0.6695 | 31.87 | |
| 0.1188 | 5.11 | |
| 0.0075 | 0.15 | |
| 0.0000 | 0.00 | |
| 0.9994 | 73.48 |
Estimation Period:
Sep 23, 2021 to Feb 13, 2026
Sep 23, 2021 to Feb 13, 2026
News Impact Curve
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