Auto Hall MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.43% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1084 | 14.19 | |
| 0.8054 | 48.96 | |
| -0.0333 | -3.34 | |
| 3.6128 | 0.05 | |
| 0.1572 | 0.05 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
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