QRF Sicafi CVA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.50% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 6.59 | |
| 0.0986 | 27.62 | |
| 0.9019 | 290.09 | |
| 0.1432 | 3.04 |
Estimation Period:
Dec 18, 2013 to Feb 6, 2026
Dec 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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