Toya SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.14% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2753 | 16.70 | |
| 0.5504 | 12.12 | |
| -0.1734 | -7.00 | |
| 4.2201 | 0.37 | |
| 0.5478 | 0.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Toya SA Analyses
Other MF2-GARCH Analyses on International Equities