Litigation Capital Management Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:88.64% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0373 | 1.95 | |
| 0.5178 | 7.19 | |
| 0.0976 | 3.84 | |
| 0.1254 | 0.23 | |
| 0.0542 | 0.39 | |
| 0.9403 | 5.90 |
Estimation Period:
Dec 19, 2018 to Feb 13, 2026
Dec 19, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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