Auto & Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.00% (+14.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 13.02 | |
| 0.6010 | 23.27 | |
| 0.3417 | 6.96 | |
| 13.9689 |
Estimation Period:
Jan 20, 2022 to Feb 13, 2026
Jan 20, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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