Samco Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.96% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1558 | 23.33 | |
| 0.6680 | 50.71 | |
| 0.0013 | 0.13 | |
| 0.0681 | 1.32 | |
| 0.0497 | 2.18 | |
| 0.9443 | 34.32 |
Estimation Period:
Aug 16, 2001 to Feb 13, 2026
Aug 16, 2001 to Feb 13, 2026
News Impact Curve
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