State Street Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.17% (+7.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0413 | 18.11 | |
| 0.8798 | 236.89 | |
| 0.0915 | 19.23 | |
| 0.0176 | 9.07 | |
| 0.0105 | 6.91 | |
| 0.9859 | 506.87 |
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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