Ferro SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.45% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5202 | 20.21 | |
| 0.0000 | 0.00 | |
| -0.5000 | -17.70 | |
| 5.2613 | 0.03 | |
| 0.0511 | 0.03 | |
| 0.2923 | 0.01 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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