AAR Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.08% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0753 | 19.35 | |
| 0.7511 | 66.33 | |
| 0.0424 | 6.92 | |
| 0.0369 | 1.86 | |
| 0.0300 | 3.11 | |
| 0.9648 | 78.01 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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