Pcc Rokita Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.97% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.2612 | 9.67 | |
| 0.7844 | 45.81 | |
| -0.1760 | -5.26 | |
| 1.6991 | 0.18 | |
| 0.1439 | 0.17 | |
| 0.6755 | 0.37 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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