Recrusul Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:90.22% (-5.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2012 | 13.14 | |
| 0.7405 | 59.91 | |
| -0.0797 | -4.21 | |
| 1.6535 | 1.05 | |
| 0.1153 | 1.53 | |
| 0.8585 | 7.86 |
Estimation Period:
Jul 10, 2006 to Feb 13, 2026
Jul 10, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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