Techstep ASA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.34% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1170 | 10.06 | |
| 0.2704 | 10.02 | |
| 0.1812 | 9.36 | |
| 2.4117 | 0.53 | |
| 0.8984 | 0.67 | |
| 0.0000 | 0.00 |
Estimation Period:
May 5, 2020 to Feb 13, 2026
May 5, 2020 to Feb 13, 2026
News Impact Curve
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