Auto Hall GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.03% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5247 | 11.05 | |
| 0.0966 | 18.80 | |
| 0.7803 | 53.97 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
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