Castellum Ab MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.53% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0606 | 12.45 | |
| 0.7889 | 50.88 | |
| 0.0564 | 7.60 | |
| 0.0137 | 2.01 | |
| 0.0367 | 3.23 | |
| 0.9603 | 77.99 |
Estimation Period:
Oct 11, 2007 to Feb 6, 2026
Oct 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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