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

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ATA Creativity Global MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:72.31% (+1.72%)

Analysis last updated: Saturday, December 6, 2025 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.3981	22.73
$β$	0.3939	31.31
$γ$	-0.0976	-3.95
$λ_{1}$	0.1260	1.34
$λ_{2}$	0.0087	1.55
$λ_{3}$	0.9872	139.14

Estimation Period:
Jan 29, 2008 to Dec 5, 2025

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