Masco Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.26% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0697 | 18.17 | |
| 0.6896 | 40.42 | |
| 0.0746 | 11.91 | |
| 0.0468 | 1.61 | |
| 0.0569 | 2.12 | |
| 0.9333 | 28.87 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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