CIC Group JSC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.54% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0700 | 8.34 | |
| 0.6257 | 25.12 | |
| 0.1498 | 12.35 | |
| 1.8358 | 0.93 | |
| 0.7467 | 0.74 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 25, 2020 to Feb 6, 2026
Mar 25, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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