Eternit Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.89% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2258 | 27.55 | |
| 0.6498 | 73.32 | |
| -0.0540 | -4.30 | |
| 0.0164 | 3.32 | |
| 0.0223 | 4.65 | |
| 0.9753 | 183.85 |
Estimation Period:
Jun 6, 1994 to Feb 6, 2026
Jun 6, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities