QRF Sicafi CVA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.34% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 12.59 | |
| 0.0983 | 27.24 | |
| 0.9017 | 288.45 |
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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