Kerlink SACA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.20% (+4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1384 | 10.18 | |
| 0.4150 | 6.17 | |
| 0.0267 | 1.18 | |
| 1.3316 | 0.17 | |
| 0.6286 | 0.17 | |
| 0.3714 | 0.10 |
Estimation Period:
May 24, 2016 to Feb 6, 2026
May 24, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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