Lexibook Linguistic Electr MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.23% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1059 | 16.97 | |
| 0.7161 | 53.78 | |
| 0.1016 | 8.37 | |
| 0.0788 | 2.47 | |
| 0.0135 | 4.31 | |
| 0.9826 | 262.36 |
Estimation Period:
Dec 8, 1999 to Feb 6, 2026
Dec 8, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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