Vertex Securities MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.39% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1973 | 29.31 | |
| 0.5950 | 46.52 | |
| -0.0302 | -5.00 | |
| 3.0978 | 4.63 | |
| 0.8254 | 31.57 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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