Universal Corp/VA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.91% (-13.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1115 | 14.11 | |
| 0.6292 | 29.68 | |
| 0.0406 | 4.64 | |
| 0.0800 | 1.21 | |
| 0.0294 | 1.12 | |
| 0.9464 | 21.09 |
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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