CTP B.V. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.62% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0781 | 8.72 | |
| 0.4606 | 12.05 | |
| 0.1489 | 9.27 | |
| 0.7744 | 0.11 | |
| 0.4770 | 0.11 | |
| 0.2690 | 0.04 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
News Impact Curve
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