ALT5 Sigma Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:123.80% (-7.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2525 | 18.32 | |
| 0.6918 | 72.54 | |
| -0.0679 | -4.29 | |
| 0.0936 | 2.35 | |
| 0.0062 | 4.61 | |
| 0.9925 | 498.26 |
Estimation Period:
Nov 7, 1991 to Feb 13, 2026
Nov 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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