Geotrans Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.64% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0701 | 11.80 | |
| 0.8215 | 74.42 | |
| 0.0270 | 2.61 | |
| 0.0850 | 0.95 | |
| 0.0137 | 2.15 | |
| 0.9792 | 75.48 |
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Aug 18, 2015 to Feb 6, 2026
News Impact Curve
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