Tappalpha ITN 100 GW & DL IM MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.08% (-11.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5000 | 36.64 | |
| 0.0000 | 0.00 | |
| -0.5000 | -27.63 | |
| 0.8237 | 0.67 | |
| 0.4889 | 0.47 | |
| 0.5111 | 0.50 |
Estimation Period:
Sep 4, 2025 to Feb 6, 2026
Sep 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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