Masco Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.89% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0715 | 18.51 | |
| 0.6865 | 40.24 | |
| 0.0736 | 11.72 | |
| 0.0475 | 1.62 | |
| 0.0574 | 2.12 | |
| 0.9327 | 28.69 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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