Cabot Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.92% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0995 | 18.79 | |
| 0.5055 | 25.31 | |
| 0.1099 | 10.64 | |
| 0.0644 | 1.39 | |
| 0.0310 | 1.93 | |
| 0.9549 | 40.86 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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