ForteBank JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.40% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7811 | 21.42 | |
| 0.1012 | 6.26 | |
| -0.3578 | -7.42 | |
| 5.7310 | 0.51 | |
| 0.6567 | 2.86 | |
| 0.0000 | 0.00 |
Estimation Period:
May 16, 2016 to Feb 13, 2026
May 16, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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