Sonmez Filament MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.00% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2665 | 36.74 | |
| 0.5910 | 55.18 | |
| -0.0162 | -1.40 | |
| 0.0987 | 3.43 | |
| 0.0140 | 4.31 | |
| 0.9807 | 254.92 |
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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