Federal Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.99% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2152 | 28.69 | |
| 0.6106 | 46.83 | |
| -0.0328 | -3.72 | |
| 0.0145 | 3.37 | |
| 0.0286 | 7.26 | |
| 0.9694 | 235.46 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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