Wabtec Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.36% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0271 | 11.90 | |
| 0.8540 | 159.41 | |
| 0.1070 | 23.02 | |
| 0.0145 | 3.79 | |
| 0.0121 | 4.08 | |
| 0.9848 | 291.63 |
Estimation Period:
Jun 16, 1995 to Feb 6, 2026
Jun 16, 1995 to Feb 6, 2026
News Impact Curve
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