Eurocash Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.36% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0997 | 12.89 | |
| 0.5699 | 11.66 | |
| 0.0115 | 1.40 | |
| 2.6402 | 0.17 | |
| 0.1614 | 0.15 | |
| 0.3436 | 0.09 |
Estimation Period:
Feb 7, 2005 to Feb 6, 2026
Feb 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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