Ctp B.V. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.82% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0392 | 5.65 | |
| 0.5167 | 20.41 | |
| 0.2123 | 15.67 | |
| 0.2245 | 1.36 | |
| 0.5020 | 3.09 | |
| 0.3899 | 1.62 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
News Impact Curve
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