Action Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.88% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0677 | 13.41 | |
| 0.8100 | 58.52 | |
| 0.0589 | 5.29 | |
| 0.4629 | 2.28 | |
| 0.9925 | 6.85 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 24, 2006 to Feb 13, 2026
Aug 24, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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