Olymp S A MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:72.56% (-14.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2303 | 6.41 | |
| 0.5085 | 11.31 | |
| 0.1200 | 2.17 | |
| 10.0000 | 0.13 | |
| 0.0790 | 0.14 | |
| 0.4881 | 0.12 |
Estimation Period:
Jan 24, 2023 to Jan 30, 2026
Jan 24, 2023 to Jan 30, 2026
News Impact Curve
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