NACCO Industries Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.68% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0674 | 23.69 | |
| 0.8300 | 168.81 | |
| 0.0760 | 15.60 | |
| 0.0259 | 4.54 | |
| 0.0235 | 6.03 | |
| 0.9731 | 215.57 |
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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