Alan Allman Associate MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:101.41% (-10.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0899 | 17.01 | |
| 0.8151 | 56.28 | |
| 0.1490 | 5.29 | |
| 0.3327 | 1.98 | |
| 0.0260 | 1.92 | |
| 0.9610 | 45.17 |
Estimation Period:
Apr 8, 2021 to Feb 6, 2026
Apr 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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