VF Alternative AD MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:106.21% (-599.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1416 | 0.07 | |
| 0.0000 | 0.00 | |
| 0.1577 | 0.04 | |
| 0.0036 | 0.07 | |
| 0.0792 | 0.02 | |
| 0.9208 | 1.38 |
Estimation Period:
Aug 15, 2019 to Jan 16, 2026
Aug 15, 2019 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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