Nicolas Correa SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.44% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1137 | 16.94 | |
| 0.7310 | 73.27 | |
| 0.0263 | 2.89 | |
| 0.0152 | 2.39 | |
| 0.0159 | 4.49 | |
| 0.9824 | 253.66 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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