AECOM MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.95% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0751 | 13.73 | |
| 0.7820 | 98.99 | |
| 0.1116 | 11.65 | |
| 0.0188 | 2.17 | |
| 0.0116 | 3.63 | |
| 0.9840 | 191.23 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
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