Ctp B.V. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:52.71% (-15.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0984 | 5.49 | |
| 0.5010 | 19.23 | |
| 0.1406 | 7.26 | |
| 0.3750 | 0.83 | |
| 0.4923 | 1.22 | |
| 0.3583 | 0.62 |
Estimation Period:
Mar 25, 2021 to Feb 27, 2026
Mar 25, 2021 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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