Morningstar Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.96% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 9.75 | |
| 0.0342 | 15.96 | |
| 0.9594 | 366.73 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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