Decora SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.23% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1503 | 21.23 | |
| 0.5377 | 31.06 | |
| 0.0729 | 5.36 | |
| 0.1642 | 1.24 | |
| 0.0475 | 1.65 | |
| 0.9276 | 20.20 |
Estimation Period:
Jun 21, 2005 to Feb 6, 2026
Jun 21, 2005 to Feb 6, 2026
News Impact Curve
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