Orvis Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.25% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.5101 | 19.79 | |
| 0.4540 | 25.95 | |
| -0.3119 | -9.59 | |
| 0.5379 | 0.90 | |
| 0.0699 | 0.90 | |
| 0.8879 | 7.03 |
Estimation Period:
Sep 5, 2006 to Feb 10, 2026
Sep 5, 2006 to Feb 10, 2026
News Impact Curve
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