Sho-Bond Holdings MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.43% (-8.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1253 | 20.12 | |
| 0.7091 | 76.17 | |
| 0.0776 | 9.17 | |
| 0.0078 | 3.52 | |
| 0.0087 | 6.23 | |
| 0.9891 | 520.03 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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