Vicat MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.65% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1633 | 29.61 | |
| 0.5608 | 27.92 | |
| 0.0118 | 1.36 | |
| 0.4290 | 1.01 | |
| 0.1970 | 0.99 | |
| 0.6775 | 2.10 |
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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