Alfen NV MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.85% (-7.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1126 | 14.70 | |
| 0.4858 | 42.42 | |
| 0.5000 | 19.41 | |
| 10.0000 | 0.80 | |
| 0.0000 | 0.00 | |
| 0.5576 | 0.89 |
Estimation Period:
Nov 29, 2023 to Feb 6, 2026
Nov 29, 2023 to Feb 6, 2026
News Impact Curve
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