Acadian Asset Management Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.00% (-4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7365 | 23.15 | |
| 0.1134 | 7.88 | |
| 1.6578 | 0.11 | |
| 0.5954 | 0.12 | |
| 0.0881 | 0.01 |
Estimation Period:
Oct 9, 2014 to Feb 6, 2026
Oct 9, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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