CORESTATE Capital Holding S.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.90% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.3797 | 12.49 | |
| 0.2378 | 5.50 | |
| -0.1369 | -3.32 | |
| 1.3537 | 0.39 | |
| 0.9383 | 0.44 | |
| 0.0617 | 0.03 |
Estimation Period:
Oct 4, 2016 to Feb 13, 2026
Oct 4, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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