Waters Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.43% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0174 | 5.04 | |
| 0.7226 | 60.89 | |
| 0.1741 | 19.67 | |
| 0.0739 | 1.10 | |
| 0.0480 | 1.29 | |
| 0.9371 | 19.10 |
Estimation Period:
Nov 20, 1995 to Feb 6, 2026
Nov 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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