Cartavio SAA GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.44% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3785 | 10.96 | |
| 0.0754 | 18.45 | |
| 0.8876 | 139.06 |
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Jul 16, 2001 to Feb 6, 2026
News Impact Curve
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