Ab Ignitis Grupe GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.08% (-5.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5029 | 19.75 | |
| 0.2984 | 24.92 | |
| 0.1346 | 4.23 |
Estimation Period:
Sep 28, 2022 to Jan 23, 2026
Sep 28, 2022 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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