MCAN Mortgage Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.38% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1354 | 17.18 | |
| 0.6770 | 49.57 | |
| 0.0923 | 8.58 | |
| 0.0234 | 5.52 | |
| 0.0359 | 5.03 | |
| 0.9555 | 118.74 |
Estimation Period:
Feb 14, 1992 to Feb 6, 2026
Feb 14, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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