Novabase Sgps Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.15% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1970 | 18.93 | |
| 0.6047 | 55.45 | |
| 0.1112 | 6.37 | |
| 3.8813 | 16.71 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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