QRF Sicafi CVA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.85% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 8.95 | |
| 0.0776 | 16.31 | |
| 0.9010 | 290.84 | |
| 0.0428 | 4.33 |
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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