Vst Tillers Tractors MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.36% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1063 | 13.60 | |
| 0.6085 | 27.80 | |
| 0.0268 | 1.72 | |
| 0.4169 | 0.57 | |
| 0.1766 | 0.72 | |
| 0.7330 | 1.80 |
Estimation Period:
Feb 11, 2009 to Feb 6, 2026
Feb 11, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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