Norofert SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.72% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.6028 | 18.19 | |
| 0.1249 | 6.43 | |
| -0.5000 | -11.08 | |
| 3.0622 | 0.14 | |
| 0.2252 | 0.15 | |
| 0.0000 | 0.00 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
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