Cmo Pcl MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.86% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2344 | 13.56 | |
| 0.6619 | 39.09 | |
| -0.1000 | -4.81 | |
| 0.0218 | 1.17 | |
| 0.0082 | 1.99 | |
| 0.9906 | 183.89 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
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