CFG Bank SA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.36% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.3844 | 14.39 | |
| 0.0891 | 3.97 | |
| -0.3227 | -10.66 | |
| 2.7276 | 0.02 | |
| 0.0415 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
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