Nacon Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.15% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2329 | 4.89 | |
| 0.0477 | 1.59 | |
| -0.1426 | -4.76 | |
| 5.1178 | 0.37 | |
| 0.4804 | 0.51 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 4, 2020 to Feb 6, 2026
Mar 4, 2020 to Feb 6, 2026
News Impact Curve
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