Solomon Data International MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.39% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2526 | 37.05 | |
| 0.5659 | 44.99 | |
| -0.0653 | -7.53 | |
| 0.0325 | 3.15 | |
| 0.0195 | 4.64 | |
| 0.9773 | 198.31 |
Estimation Period:
Sep 12, 2006 to Jan 30, 2026
Sep 12, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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