AFP Habitat SA MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.55% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1733 | 18.93 | |
| 0.6968 | 50.18 | |
| 0.0122 | 1.04 | |
| 0.0137 | 3.32 | |
| 0.0108 | 4.95 | |
| 0.9841 | 303.84 |
Estimation Period:
Sep 3, 1997 to Feb 6, 2026
Sep 3, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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