Atende Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.35% (+5.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1614 | 21.04 | |
| 0.6120 | 35.04 | |
| -0.0277 | -2.29 | |
| 0.0147 | 0.61 | |
| 0.0048 | 1.38 | |
| 0.9926 | 137.34 |
Estimation Period:
May 28, 2012 to Feb 13, 2026
May 28, 2012 to Feb 13, 2026
News Impact Curve
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