Perella Weinberg Partners MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.45% (+38.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1574 | 5.12 | |
| 0.0092 | 0.41 | |
| 0.1035 | 2.98 | |
| 3.6238 | 0.06 | |
| 0.2592 | 0.06 | |
| 0.2508 | 0.02 |
Estimation Period:
Sep 25, 2020 to Feb 6, 2026
Sep 25, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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