Aubay Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.50% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.01 | |
| 0.8168 | 23.56 | |
| 0.0811 | 5.43 | |
| 2.0603 | 0.05 | |
| 0.5598 | 0.05 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 12, 2009 to Feb 13, 2026
Jun 12, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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