Automobile & PCB MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:198.13% (-11.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1666 | 30.32 | |
| 0.7117 | 59.70 | |
| -0.0169 | -1.81 | |
| 1.6867 | 1.32 | |
| 0.1490 | 1.30 | |
| 0.7703 | 4.36 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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