Burelle Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.99% (+6.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1211 | 7.79 | |
| 0.0314 | 1.58 | |
| 0.4106 | 13.83 | |
| 3.1746 | 0.09 | |
| 0.1703 | 0.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 14, 2022 to Feb 6, 2026
Sep 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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