Ab Ignitis Grupe MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.55% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4907 | 16.01 | |
| 0.0426 | 1.53 | |
| -0.4907 | -13.56 | |
| 0.0415 | 0.31 | |
| 0.0260 | 0.79 | |
| 0.9679 | 17.85 |
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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