Altheora SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.16% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1657 | 12.40 | |
| 0.7225 | 50.07 | |
| 0.0285 | 2.00 | |
| 0.0889 | 2.79 | |
| 0.0169 | 4.46 | |
| 0.9782 | 182.43 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
News Impact Curve
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