COX ABG Group S A MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.61% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.01 | |
| 0.9535 | 172.45 | |
| 0.0930 | 2.71 | |
| 0.0000 | 0.00 | |
| 0.3370 | 2.27 | |
| 0.3978 | 15.46 |
Estimation Period:
Nov 15, 2024 to Feb 6, 2026
Nov 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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