Cavali SA ICLV MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.59% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.5000 | 1.52 | |
| 0.7309 | 4.02 | |
| -0.5000 | -1.61 | |
| 10.0000 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.6111 | 0.07 |
Estimation Period:
Jul 4, 2007 to Sep 19, 2025
Jul 4, 2007 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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