Erredue SPA MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.80% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1379 | 4.76 | |
| 0.5115 | 10.35 | |
| -0.0870 | -2.81 | |
| 1.6542 | 0.55 | |
| 0.7391 | 1.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 6, 2022 to Feb 6, 2026
Dec 6, 2022 to Feb 6, 2026
News Impact Curve
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