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	param	t-stat
$m$	66
$α$	0.1124	18.63
$β$	0.6689	60.55
$γ$	0.0491	4.41
$λ_{1}$	0.0788	1.45
$λ_{2}$	0.1872	2.16
$λ_{3}$	0.7877	7.39

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Erie Indemnity Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.39% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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