Varroc Engineering MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.70% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1009 | 11.79 | |
| 0.5885 | 19.99 | |
| 0.0843 | 3.46 | |
| 2.0285 | 0.17 | |
| 0.3841 | 0.17 | |
| 0.3622 | 0.09 |
Estimation Period:
Jul 6, 2018 to Feb 6, 2026
Jul 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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