Nicox MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.43% (+28.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.3229 | 18.70 | |
| 0.3463 | 17.58 | |
| -0.0105 | -0.42 | |
| 3.1722 | 0.47 | |
| 0.4115 | 0.49 | |
| 0.3892 | 0.30 |
Estimation Period:
Nov 2, 1999 to Feb 6, 2026
Nov 2, 1999 to Feb 6, 2026
News Impact Curve
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