Livermore Investments Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.83% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1335 | 11.95 | |
| 0.7370 | 44.81 | |
| 0.0923 | 5.63 | |
| 0.5294 | 0.97 | |
| 0.0391 | 0.80 | |
| 0.9190 | 9.72 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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