Soho Holly Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.12% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1201 | 25.98 | |
| 0.8394 | 164.42 | |
| -0.0168 | -3.57 | |
| 0.1008 | 4.88 | |
| 0.0313 | 3.64 | |
| 0.9577 | 85.28 |
Estimation Period:
Sep 1, 1997 to Feb 6, 2026
Sep 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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