Amica Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.18% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0877 | 15.08 | |
| 0.6722 | 31.99 | |
| 0.0527 | 7.73 | |
| 0.0532 | 1.67 | |
| 0.0273 | 2.85 | |
| 0.9614 | 65.77 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
News Impact Curve
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