Sonmez Filament GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.44% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1243 | 24.60 | |
| 0.2146 | 42.51 | |
| 0.7455 | 141.84 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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