Crawford & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.96% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1292 | 17.71 | |
| 0.6265 | 42.06 | |
| 0.0727 | 8.04 | |
| 0.0459 | 2.54 | |
| 0.0480 | 4.01 | |
| 0.9473 | 72.69 |
Estimation Period:
Jul 25, 1990 to Feb 13, 2026
Jul 25, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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