Geotrans SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.02% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1659 | 1.21 | |
| 0.2774 | 3.78 | |
| -0.1539 | -1.17 | |
| 3.2643 | 0.19 | |
| 0.6937 | 0.58 | |
| 0.0000 | 0.00 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
News Impact Curve
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