Dhruv Consultancy MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.62% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1319 | 15.54 | |
| 0.7705 | 60.31 | |
| -0.0814 | -8.90 | |
| 0.7872 | 4.35 | |
| 0.9528 | 21.32 | |
| 0.0000 | 0.00 |
Estimation Period:
May 14, 2018 to Feb 6, 2026
May 14, 2018 to Feb 6, 2026
News Impact Curve
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