Valbiotis SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:74.52% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3366 | 15.13 | |
| 0.2850 | 4.96 | |
| -0.2723 | -10.70 | |
| 1.0629 | 0.50 | |
| 0.2649 | 0.61 | |
| 0.7008 | 1.34 |
Estimation Period:
Jun 7, 2017 to Feb 20, 2026
Jun 7, 2017 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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