E-Pango Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:120.19% (-6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.2228 | 5.43 | |
| 0.5002 | 12.90 | |
| 0.1981 | 2.02 | |
| 4.9444 | 0.62 | |
| 0.0238 | 0.52 | |
| 0.9440 | 10.10 |
Estimation Period:
Jul 12, 2021 to Feb 6, 2026
Jul 12, 2021 to Feb 6, 2026
News Impact Curve
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