Dauch Corporation MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.10% (+16.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0355 | 13.72 | |
| 0.9095 | 266.71 | |
| 0.0645 | 16.43 | |
| 0.0703 | 8.92 | |
| 0.0331 | 7.48 | |
| 0.9612 | 188.24 |
Estimation Period:
Jan 29, 1999 to Jan 23, 2026
Jan 29, 1999 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Dauch Corporation Analyses
Other MF2-GARCH Analyses on Equities