Innovana Thinklabs MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.99% (-6.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2270 | 24.39 | |
| 0.5396 | 29.83 | |
| -0.0791 | -6.66 | |
| 4.8508 | 0.13 | |
| 0.1650 | 0.13 | |
| 0.3742 | 0.08 |
Estimation Period:
Dec 12, 2017 to Feb 13, 2026
Dec 12, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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