Middlesex Water Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.19% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1135 | 17.61 | |
| 0.7773 | 131.20 | |
| 0.0302 | 2.95 | |
| 0.5950 | 0.72 | |
| 0.8642 | 0.71 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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