Pricer AB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.88% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1876 | 21.99 | |
| 0.5092 | 21.53 | |
| -0.0339 | -2.14 | |
| 0.0176 | 1.13 | |
| 0.0075 | 2.02 | |
| 0.9912 | 237.88 |
Estimation Period:
Apr 10, 1995 to Feb 13, 2026
Apr 10, 1995 to Feb 13, 2026
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