V-Lab: ATA Creativity Global MF2-GARCH Volatility Analysis

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ATA Creativity Global MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:110.16% (-12.25%)

Analysis last updated: Tuesday, November 11, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3965	22.64
$β$	0.3989	31.80
$γ$	-0.0950	-3.84
$λ_{1}$	0.1252	1.35
$λ_{2}$	0.0085	1.49
$λ_{3}$	0.9874	137.56

Estimation Period:
Jan 29, 2008 to Nov 7, 2025

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