Afc Ajax Nv MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.95% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2446 | 26.77 | |
| 0.5684 | 51.00 | |
| -0.0544 | -3.68 | |
| 0.0068 | 1.98 | |
| 0.0172 | 4.46 | |
| 0.9815 | 230.82 |
Estimation Period:
May 8, 1998 to Feb 6, 2026
May 8, 1998 to Feb 6, 2026
News Impact Curve
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