Forval Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.25% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1915 | 25.52 | |
| 0.5036 | 44.37 | |
| 0.0875 | 6.90 | |
| 0.0503 | 2.39 | |
| 0.0243 | 4.90 | |
| 0.9712 | 173.49 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
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