Cambuci Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.42% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0042 | 3.90 | |
| 0.9909 | 172.10 | |
| 0.0092 | 2.94 | |
| 0.0511 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 23, 2019 to Feb 13, 2026
Dec 23, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities