Alfa Financial SOF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.55% (-10.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1727 | 12.57 | |
| 0.4407 | 9.54 | |
| -0.0373 | -1.76 | |
| 5.0711 | 0.11 | |
| 0.1170 | 0.10 | |
| 0.4439 | 0.09 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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