M Dias Branco Sa Ind MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.00% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0041 | 1.96 | |
| 0.9733 | 337.58 | |
| 0.0297 | 11.19 | |
| 4.3072 | 0.02 | |
| 0.1001 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 23, 2006 to Jan 30, 2026
Oct 23, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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