KBC Ancora MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.11% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0446 | 15.73 | |
| 0.7580 | 92.31 | |
| 0.1644 | 20.86 | |
| 0.1640 | 2.24 | |
| 0.3173 | 2.21 | |
| 0.6516 | 4.11 |
Estimation Period:
Apr 4, 2001 to Feb 13, 2026
Apr 4, 2001 to Feb 13, 2026
News Impact Curve
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