Capex Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.91% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1522 | 23.06 | |
| 0.5290 | 25.98 | |
| 0.0731 | 6.89 | |
| 2.7551 | 0.32 | |
| 0.2990 | 0.30 | |
| 0.4345 | 0.24 |
Estimation Period:
Feb 13, 1995 to Feb 6, 2026
Feb 13, 1995 to Feb 6, 2026
News Impact Curve
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