Nacon SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:100.91% (+40.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0503 | 8.11 | |
| 0.8819 | 66.44 | |
| -0.0128 | -1.51 | |
| 0.0120 | 0.23 | |
| 0.0086 | 1.29 | |
| 0.9914 | 90.70 |
Estimation Period:
Mar 5, 2020 to Feb 13, 2026
Mar 5, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities