Dynamic Portfolio Management GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.29% (+3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1948 | 19.03 | |
| 0.1549 | 34.65 | |
| 0.8018 | 136.10 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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