Kruk Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.15% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.3146 | 5.06 | |
| 0.0909 | 1.60 | |
| -0.3146 | -4.80 | |
| 2.4911 | 0.18 | |
| 0.5110 | 0.20 | |
| 0.1161 | 0.03 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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