QRF Sicafi CVA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.44% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 14.27 | |
| 0.1974 | 29.09 | |
| 0.9789 | 574.79 | |
| -0.0279 | -3.70 |
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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