V-Lab: Adocia MF2-GARCH Volatility Analysis

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Adocia MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:65.60% (-7.93%)

Analysis last updated: Tuesday, February 10, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.2416	12.28
$β$	0.6438	23.63
$γ$	0.0149	0.53
$λ_{1}$	0.4591	0.99
$λ_{2}$	0.0104	1.00
$λ_{3}$	0.9715	37.19

Estimation Period:
Feb 17, 2012 to Feb 6, 2026

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts