Aurora Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.98% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1583 | 13.52 | |
| 0.6676 | 44.21 | |
| -0.0219 | -2.37 | |
| 0.0044 | 0.66 | |
| 0.0166 | 1.22 | |
| 0.9819 | 66.91 |
Estimation Period:
Aug 1, 1991 to Feb 6, 2026
Aug 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities