Dekuple MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.94% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0311 | 12.48 | |
| 0.9200 | 205.26 | |
| 0.0614 | 12.86 | |
| 7.0219 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
May 12, 1998 to Feb 6, 2026
May 12, 1998 to Feb 6, 2026
News Impact Curve
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