Impax Asset Management Grp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.48% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0195 | 0.48 | |
| 0.3874 | 1.00 | |
| 0.0392 | 0.22 | |
| 2.6509 | 0.01 | |
| 0.0914 | 0.01 | |
| 0.6971 | 0.01 |
Estimation Period:
Nov 16, 2020 to Feb 6, 2026
Nov 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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