Energy Spa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.22% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1975 | 7.84 | |
| 0.7052 | 13.76 | |
| -0.1371 | -4.65 | |
| 9.9982 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.2328 | 0.00 |
Estimation Period:
Aug 23, 2022 to Jan 30, 2026
Aug 23, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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