Tractial SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:91.46% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1207 | 17.67 | |
| 0.7313 | 36.46 | |
| -0.0213 | -1.90 | |
| 10.0000 | 0.41 | |
| 0.4007 | 0.41 | |
| 0.4652 | 0.35 |
Estimation Period:
Jun 21, 2000 to Feb 13, 2026
Jun 21, 2000 to Feb 13, 2026
News Impact Curve
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