Train Alliance AB MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.15% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1674 | 12.74 | |
| 0.5876 | 20.00 | |
| -0.1219 | -8.57 | |
| 1.0864 | 0.35 | |
| 0.2949 | 0.35 | |
| 0.3167 | 0.16 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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