Advantage Risk Mgmt Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.80% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1601 | 23.30 | |
| 0.6719 | 52.05 | |
| -0.0077 | -0.85 | |
| 2.5720 | 3.64 | |
| 0.8163 | 23.31 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 14, 2006 to Feb 10, 2026
Dec 14, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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