Cafom SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.62% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4005 | 18.23 | |
| 0.1583 | 27.74 | |
| 0.7846 | 126.63 | |
| 0.2984 | 3.83 |
Estimation Period:
Jan 26, 2005 to Feb 13, 2026
Jan 26, 2005 to Feb 13, 2026
News Impact Curve
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