V-Lab: Abacus Group MF2-GARCH Volatility Analysis

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Abacus Group MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:20.97% (+0.06%)

Analysis last updated: Friday, December 12, 2025 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0762	23.84
$β$	0.8929	163.59
$γ$	-0.0013	-0.23
$λ_{1}$	0.0202	9.62
$λ_{2}$	0.0384	8.60
$λ_{3}$	0.9548	185.86

Estimation Period:
Nov 14, 2002 to Dec 5, 2025

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