Cosmax BTI Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.76% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1151 | 27.15 | |
| 0.8010 | 100.08 | |
| 0.0078 | 1.26 | |
| 0.0011 | 1.37 | |
| 0.0105 | 6.69 | |
| 0.9894 | 597.10 |
Estimation Period:
Feb 7, 2002 to Feb 20, 2026
Feb 7, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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