HAL Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.44% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0687 | 8.82 | |
| 0.5729 | 12.12 | |
| 0.1866 | 13.02 | |
| 0.4045 | 0.82 | |
| 0.0598 | 0.55 | |
| 0.6785 | 1.54 |
Estimation Period:
Jan 14, 2020 to Feb 13, 2026
Jan 14, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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