Morningstar Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.61% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0170 | 6.90 | |
| 0.8607 | 105.65 | |
| 0.0854 | 14.79 | |
| 0.0130 | 0.68 | |
| 0.0284 | 1.08 | |
| 0.9673 | 28.72 |
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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