ZPC Otmuchow SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.19% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1892 | 18.61 | |
| 0.5405 | 26.27 | |
| -0.0816 | -5.62 | |
| 0.0193 | 0.52 | |
| 0.0103 | 1.61 | |
| 0.9869 | 91.30 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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