Altus Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.75% (-8.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1242 | 15.14 | |
| 0.6751 | 57.55 | |
| 0.2445 | 13.36 | |
| 0.1518 | 1.94 | |
| 0.0076 | 1.48 | |
| 0.9735 | 66.42 |
Estimation Period:
May 19, 2005 to Feb 6, 2026
May 19, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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