Commercial Metals Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.45% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0343 | 13.44 | |
| 0.8604 | 190.40 | |
| 0.0859 | 18.34 | |
| 0.0068 | 4.09 | |
| 0.0229 | 10.26 | |
| 0.9762 | 395.07 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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