MBIA Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.32% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0948 | 17.85 | |
| 0.6583 | 43.87 | |
| 0.0820 | 9.98 | |
| 0.0097 | 1.38 | |
| 0.0321 | 5.33 | |
| 0.9679 | 139.40 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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