V-Lab: Centuria Capital Group MF2-GARCH Volatility Analysis

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Centuria Capital Group MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:27.54% (+4.48%)

Analysis last updated: Saturday, December 13, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.1612	22.55
$β$	0.6323	38.21
$γ$	-0.0444	-4.89
$λ_{1}$	0.8075	0.36
$λ_{2}$	0.8440	0.36
$λ_{3}$	0.0000	0.00

Estimation Period:
Mar 27, 2002 to Dec 12, 2025

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