Lubelski Wegiel Bogdanka Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.58% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1568 | 18.87 | |
| 0.7164 | 56.92 | |
| -0.0116 | -0.87 | |
| 0.9347 | 5.18 | |
| 0.8655 | 12.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Jul 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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