Sociedad Comercial Del Plata MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.43% (-4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1635 | 22.53 | |
| 0.5664 | 35.11 | |
| 0.0315 | 2.24 | |
| 2.1172 | 1.03 | |
| 0.2489 | 0.99 | |
| 0.6023 | 1.54 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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