Kerlink SACA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.92% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2192 | 14.01 | |
| 0.6576 | 25.97 | |
| -0.0357 | -1.49 | |
| 0.0408 | 0.52 | |
| 0.0029 | 1.21 | |
| 0.9964 | 218.70 |
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Feb 11, 2021 to Feb 6, 2026
News Impact Curve
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