Auxilia SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.63% (+6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.2062 | 14.21 | |
| 0.5643 | 19.16 | |
| -0.1390 | -5.79 | |
| 10.0000 | 0.27 | |
| 0.5475 | 0.26 | |
| 0.2393 | 0.08 |
Estimation Period:
Jan 22, 2016 to Feb 13, 2026
Jan 22, 2016 to Feb 13, 2026
News Impact Curve
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