CTP B.V. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.07% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0706 | 2.74 | |
| 0.6601 | 3.49 | |
| -0.0332 | -2.04 | |
| 0.4609 | 0.05 | |
| 0.4356 | 0.05 | |
| 0.3701 | 0.03 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
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