Yamashin-Filter Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.55% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.01 | |
| 0.0863 | 5.07 | |
| 0.3681 | 8.51 | |
| 0.0000 | 0.00 | |
| 0.8242 | 3.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 23, 2024 to Jan 30, 2026
Oct 23, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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