Deutsche Payment A1M Se MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.76% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0756 | 17.13 | |
| 0.7806 | 62.37 | |
| 0.0569 | 8.17 | |
| 1.1099 | 1.20 | |
| 0.3465 | 1.44 | |
| 0.4892 | 1.31 |
Estimation Period:
Jul 11, 2022 to Feb 13, 2026
Jul 11, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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