Pkp Cargo Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.60% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0774 | 14.24 | |
| 0.8385 | 70.53 | |
| 0.0337 | 3.72 | |
| 0.0185 | 1.68 | |
| 0.0033 | 1.49 | |
| 0.9943 | 300.86 |
Estimation Period:
Oct 30, 2013 to Feb 13, 2026
Oct 30, 2013 to Feb 13, 2026
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