Altri Sgps Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.76% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1234 | 15.60 | |
| 0.6355 | 47.28 | |
| 0.1959 | 15.28 | |
| 0.0213 | 1.64 | |
| 0.0052 | 2.06 | |
| 0.9909 | 213.24 |
Estimation Period:
Mar 1, 2005 to Feb 13, 2026
Mar 1, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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