Synthetic MR AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:103.83% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0999 | 3.32 | |
| 0.1443 | 10.82 | |
| 0.8557 | 81.34 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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