ForteBank JSC GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.31% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3279 | 5.98 | |
| 0.1578 | 10.68 | |
| 0.8422 | 68.89 |
Estimation Period:
May 16, 2016 to Feb 13, 2026
May 16, 2016 to Feb 13, 2026
News Impact Curve
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