Erbud Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.03% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2412 | 1.34 | |
| 0.0000 | 0.00 | |
| -0.2412 | -1.31 | |
| 4.3804 | 0.22 | |
| 0.4081 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
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