Mezza Qstp LLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.47% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 1.89 | |
| 0.1815 | 15.08 | |
| 0.7184 | 72.38 | |
| -0.9622 | -8.77 |
Estimation Period:
Aug 23, 2023 to Feb 9, 2026
Aug 23, 2023 to Feb 9, 2026
News Impact Curve
Volatility Forecasts
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