Tappalpha SPY Gwth & DLY Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.14% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.4884 | 15.21 | |
| 0.2114 | 7.35 | |
| 0.5688 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Aug 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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