CrediaBank SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.48% (-8.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3680 | 28.25 | |
| 0.5030 | 31.96 | |
| -0.0988 | -5.84 | |
| 0.1882 | 3.63 | |
| 0.0895 | 5.32 | |
| 0.9105 | 48.99 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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