International Combustion MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.20% (-9.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1641 | 17.35 | |
| 0.5213 | 23.11 | |
| -0.0580 | -4.59 | |
| 0.1125 | 0.57 | |
| 0.0261 | 0.77 | |
| 0.9632 | 19.05 |
Estimation Period:
Dec 1, 2009 to Feb 6, 2026
Dec 1, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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