Erbud Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.93% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1181 | 12.94 | |
| 0.5292 | 19.46 | |
| 0.0939 | 5.59 | |
| 0.0381 | 0.98 | |
| 0.0131 | 1.64 | |
| 0.9819 | 82.05 |
Estimation Period:
Jun 19, 2007 to Feb 6, 2026
Jun 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities