Mmtc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.31% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.2052 | 23.87 | |
| 0.4778 | 15.72 | |
| -0.0035 | -0.19 | |
| 3.8758 | 0.26 | |
| 0.2321 | 0.26 | |
| 0.4029 | 0.17 |
Estimation Period:
Apr 24, 2007 to Feb 6, 2026
Apr 24, 2007 to Feb 6, 2026
News Impact Curve
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