ATA Creativity Global MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:74.93% (-8.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.3957 | 22.66 | |
| 0.3946 | 31.26 | |
| -0.0966 | -3.93 | |
| 0.1258 | 1.34 | |
| 0.0088 | 1.59 | |
| 0.9871 | 140.66 |
Estimation Period:
Jan 29, 2008 to Dec 31, 2025
Jan 29, 2008 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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