Salomon A. Angel MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:43.66% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0735 | 15.24 | |
| 0.8031 | 74.32 | |
| 0.0177 | 2.20 | |
| 0.0323 | 0.54 | |
| 0.0061 | 1.14 | |
| 0.9884 | 69.35 |
Estimation Period:
Jun 5, 2010 to Feb 13, 2026
Jun 5, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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