Ellaktor Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.00% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1061 | 20.41 | |
| 0.7555 | 72.73 | |
| 0.0942 | 11.20 | |
| 0.0365 | 3.71 | |
| 0.0143 | 3.39 | |
| 0.9825 | 188.51 |
Estimation Period:
Aug 31, 1994 to Feb 13, 2026
Aug 31, 1994 to Feb 13, 2026
News Impact Curve
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