Smartcraft Asa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.40% (+8.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2009 | 10.81 | |
| 0.4309 | 10.69 | |
| -0.1307 | -4.83 | |
| 6.0052 | 0.12 | |
| 0.2457 | 0.11 | |
| 0.0498 | 0.01 |
Estimation Period:
Jun 24, 2021 to Feb 6, 2026
Jun 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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