GMO Internet Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.55% (-10.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.4387 | 16.46 | |
| 0.3598 | 21.58 | |
| -0.1855 | -5.19 | |
| 0.6938 | 1.03 | |
| 0.7531 | 1.65 | |
| 0.2469 | 0.58 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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