Cartavio SAA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.95% (-17.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1294 | 2.82 | |
| 0.4102 | 9.87 | |
| -0.0861 | -2.78 | |
| 3.6182 | 0.44 | |
| 0.6282 | 0.59 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 16, 2001 to Feb 6, 2026
Jul 16, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities