Icapital Investment Joint MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.10% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1832 | 35.50 | |
| 0.6965 | 91.75 | |
| -0.0184 | -3.86 | |
| 1.4306 | 0.26 | |
| 0.8861 | 0.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 30, 2009 to Feb 6, 2026
Jan 30, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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