Ernst Russ Ag MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.78% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2364 | 22.09 | |
| 0.5167 | 21.95 | |
| -0.0508 | -4.08 | |
| 1.4873 | 0.63 | |
| 0.9490 | 0.59 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 6, 2005 to Feb 6, 2026
Oct 6, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ernst Russ Ag Analyses
Other MF2-GARCH Analyses on International Equities