Cravatex MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.61% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1599 | 17.96 | |
| 0.5136 | 11.26 | |
| -0.0671 | -5.90 | |
| 3.2237 | 0.22 | |
| 0.2416 | 0.22 | |
| 0.5070 | 0.23 |
Estimation Period:
Nov 24, 2010 to Feb 6, 2026
Nov 24, 2010 to Feb 6, 2026
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