Waterbase MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.76% (-10.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1473 | 30.14 | |
| 0.6800 | 52.70 | |
| -0.0237 | -2.71 | |
| 0.0686 | 1.89 | |
| 0.0168 | 3.91 | |
| 0.9776 | 173.24 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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