Vndirect Securitie MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.94% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0950 | 12.42 | |
| 0.6039 | 41.96 | |
| 0.1509 | 11.73 | |
| 0.0633 | 1.48 | |
| 0.0505 | 3.06 | |
| 0.9433 | 46.73 |
Estimation Period:
Mar 30, 2010 to Feb 6, 2026
Mar 30, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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