Mandviwala Mauser GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.43% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 3.62 | |
| 0.0593 | 28.37 | |
| 0.9407 | 472.02 |
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Jan 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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