Vintage Coffee And Beverages MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.24% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2148 | 3.40 | |
| 0.5937 | 6.47 | |
| -0.0783 | -1.02 | |
| 0.0195 | 1.03 | |
| 0.2045 | 0.40 | |
| 0.7955 | 1.60 |
Estimation Period:
Aug 2, 2019 to Feb 6, 2026
Aug 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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