F.I.T Group Jsc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.42% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1613 | 30.61 | |
| 0.7051 | 81.73 | |
| -0.0052 | -0.78 | |
| 1.0740 | 6.87 | |
| 0.8790 | 12.86 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 24, 2015 to Feb 6, 2026
Jun 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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