Cafom SA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.19% (+9.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2705 | 15.77 | |
| 0.1133 | 22.80 | |
| 0.8473 | 146.69 |
Estimation Period:
Jan 26, 2005 to Feb 6, 2026
Jan 26, 2005 to Feb 6, 2026
News Impact Curve
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