Delong Composite Energy Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.84% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1440 | 32.84 | |
| 0.7766 | 94.16 | |
| -0.0332 | -5.68 | |
| 0.1255 | 4.09 | |
| 0.0325 | 3.97 | |
| 0.9535 | 82.33 |
Estimation Period:
Mar 12, 1996 to Feb 6, 2026
Mar 12, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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