Source Capital Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.23% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0725 | 17.18 | |
| 0.7578 | 74.01 | |
| 0.1181 | 17.87 | |
| 0.0250 | 2.82 | |
| 0.0930 | 2.52 | |
| 0.8891 | 20.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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