Passus S.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.88% (-4.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1752 | 6.14 | |
| 0.1545 | 2.99 | |
| 0.0053 | 0.22 | |
| 2.7960 | 1.47 | |
| 0.8811 | 2.66 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 30, 2018 to Feb 6, 2026
Jul 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities