Pinetree Capital Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.89% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1394 | 17.45 | |
| 0.6572 | 38.27 | |
| 0.0181 | 1.67 | |
| 0.4740 | 2.75 | |
| 0.0649 | 3.53 | |
| 0.9178 | 39.32 |
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Dec 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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