Creades Ab MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.11% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0748 | 17.65 | |
| 0.8657 | 162.54 | |
| 0.0014 | 0.18 | |
| 0.0084 | 2.61 | |
| 0.0449 | 8.64 | |
| 0.9543 | 148.53 |
Estimation Period:
Feb 22, 2012 to Feb 6, 2026
Feb 22, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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