CIC Group JSC GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.37% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3001 | 10.70 | |
| 0.1190 | 21.43 | |
| 0.8442 | 108.24 |
Estimation Period:
Mar 25, 2020 to Feb 6, 2026
Mar 25, 2020 to Feb 6, 2026
News Impact Curve
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