Sovereign's Capital Flourish Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.75% (+5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7294 | 17.97 | |
| 0.1607 | 8.51 | |
| 0.6878 | 0.06 | |
| 0.1537 | 0.06 | |
| 0.3036 | 0.02 |
Estimation Period:
Oct 3, 2023 to Feb 6, 2026
Oct 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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