Quercus Tfi Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.91% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0740 | 12.86 | |
| 0.7527 | 56.61 | |
| 0.0846 | 9.29 | |
| 0.0582 | 1.89 | |
| 0.0184 | 3.17 | |
| 0.9733 | 104.44 |
Estimation Period:
Sep 11, 2008 to Feb 6, 2026
Sep 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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