Wawel Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.64% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.4659 | 23.49 | |
| 0.0498 | 2.28 | |
| -0.4221 | -19.29 | |
| 0.0026 | 0.05 | |
| 0.0077 | 0.53 | |
| 0.9923 | 37.51 |
Estimation Period:
Apr 1, 2021 to Feb 13, 2026
Apr 1, 2021 to Feb 13, 2026
News Impact Curve
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