Faber Company Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.42% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1327 | 19.90 | |
| 0.7584 | 58.03 | |
| -0.0871 | -15.77 | |
| 1.1788 | 0.39 | |
| 0.5499 | 0.38 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 31, 2024 to Feb 13, 2026
Jul 31, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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