Mezza Qstp LLC GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:15.32% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 8.45 | |
| 0.0769 | 10.13 | |
| 0.8940 | 94.30 |
Estimation Period:
Aug 23, 2023 to Feb 5, 2026
Aug 23, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Mezza Qstp LLC Analyses
Other GARCH Analyses on International Equities