Clave Indices DE Precos Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.29% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1628 | 21.62 | |
| 0.7823 | 50.86 | |
| -0.1628 | -23.36 | |
| 0.0424 | 2.70 | |
| 0.1698 | 12.87 | |
| 0.7110 | 15.05 |
Estimation Period:
Nov 6, 2023 to Feb 13, 2026
Nov 6, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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