Ditas Dogan MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.03% (+27.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2455 | 39.31 | |
| 0.5076 | 42.01 | |
| -0.0752 | -7.24 | |
| 0.9922 | 1.66 | |
| 0.3077 | 2.24 | |
| 0.6189 | 3.39 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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