Mandviwala Mauser MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.35% (-6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1996 | 0.52 | |
| 0.4262 | 0.15 | |
| -0.0862 | -0.25 | |
| 0.3989 | 0.01 | |
| 1.0000 | 3.64 | |
| 0.0000 | 0.00 |
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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