Actia Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.73% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0995 | 18.63 | |
| 0.6848 | 44.26 | |
| 0.0764 | 9.08 | |
| 0.2784 | 0.96 | |
| 0.0416 | 1.05 | |
| 0.9207 | 11.77 |
Estimation Period:
Jul 3, 2000 to Feb 13, 2026
Jul 3, 2000 to Feb 13, 2026
News Impact Curve
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