identitii Limited MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:108.57% (-4.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.2789 | 22.69 | |
| 0.4379 | 19.76 | |
| -0.1759 | -10.40 | |
| 9.0879 | 1.51 | |
| 0.8038 | 3.04 | |
| 0.0251 | 0.07 |
Estimation Period:
Oct 17, 2018 to Feb 6, 2026
Oct 17, 2018 to Feb 6, 2026
News Impact Curve
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