Holmes Place Inter MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.19% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0049 | 1.68 | |
| 0.9056 | 109.09 | |
| 0.0931 | 12.64 | |
| 2.8920 | 0.03 | |
| 0.0826 | 0.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 25, 2017 to Feb 6, 2026
Dec 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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