Icape Holding SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.51% (-25.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.6731 | 12.71 | |
| 0.3635 | 10.24 | |
| -0.5000 | -9.34 | |
| 0.0425 | 0.26 | |
| 0.0000 | 0.00 | |
| 0.9969 | 41.31 |
Estimation Period:
Jul 11, 2022 to Feb 6, 2026
Jul 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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