Riskmonster.Com MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.44% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1539 | 22.76 | |
| 0.8440 | 136.38 | |
| -0.0238 | -3.06 | |
| 10.0000 | 0.34 | |
| 0.0000 | 0.00 | |
| 0.2965 | 0.13 |
Estimation Period:
Mar 28, 2005 to Feb 13, 2026
Mar 28, 2005 to Feb 13, 2026
News Impact Curve
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