Sleep Cycle AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.65% (-5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.4133 | 10.79 | |
| 0.6224 | 15.88 | |
| -0.3849 | -10.79 | |
| 0.1297 | 0.54 | |
| 0.0243 | 1.09 | |
| 0.9719 | 35.91 |
Estimation Period:
Jun 16, 2021 to Feb 6, 2026
Jun 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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