US Bancorp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.86% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0424 | 19.30 | |
| 0.8423 | 207.98 | |
| 0.1209 | 30.28 | |
| 0.0083 | 8.60 | |
| 0.0396 | 8.57 | |
| 0.9578 | 191.14 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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