Estrima S P A MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.23% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.4764 | 16.00 | |
| 0.2126 | 5.23 | |
| -0.3163 | -6.21 | |
| 3.1353 | 1.05 | |
| 0.8781 | 3.34 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 20, 2021 to Feb 6, 2026
Dec 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Estrima S P A Analyses
Other MF2-GARCH Analyses on International Equities