Realia Business SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.13% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0641 | 19.63 | |
| 0.8966 | 163.74 | |
| 0.0296 | 4.67 | |
| 0.0045 | 4.32 | |
| 0.0175 | 6.88 | |
| 0.9820 | 356.17 |
Estimation Period:
Jun 6, 2007 to Feb 6, 2026
Jun 6, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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