Horizon Construction Develop MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.28% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0000 | 0.00 | |
| 0.9955 | 850.11 | |
| 0.0075 | 0.07 | |
| 0.1125 | 0.06 | |
| 0.1982 | 0.07 | |
| 0.5678 | 0.67 |
Estimation Period:
May 26, 2023 to Feb 6, 2026
May 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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