KBC Ancora GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.13% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0841 | 23.69 | |
| 0.1364 | 37.24 | |
| 0.8531 | 266.68 |
Estimation Period:
Apr 4, 2001 to Feb 20, 2026
Apr 4, 2001 to Feb 20, 2026
News Impact Curve
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