ITF Group AD AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.00% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1064 | -3.54 | |
| 0.0832 | 7.40 | |
| 0.0000 | 0.00 | |
| -10.0000 | -68.36 |
Estimation Period:
Nov 21, 2023 to Jan 30, 2026
Nov 21, 2023 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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