Crane Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.94% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0361 | 12.86 | |
| 0.7929 | 105.05 | |
| 0.1187 | 20.88 | |
| 0.0272 | 2.09 | |
| 0.0194 | 3.23 | |
| 0.9734 | 108.60 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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