Cimentas MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.59% (+6.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.2681 | 28.40 | |
| 0.5447 | 46.47 | |
| -0.0784 | -5.44 | |
| 2.3887 | 1.23 | |
| 0.7830 | 1.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 30, 1994 to Jan 30, 2026
Dec 30, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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