Hamak Strategy Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:103.10% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1469 | 12.11 | |
| 0.9130 | 137.96 | |
| -0.1469 | -13.30 | |
| 10.0000 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.8722 | 0.20 |
Estimation Period:
Mar 1, 2022 to Feb 13, 2026
Mar 1, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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