Artea bankas AB MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.08% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2074 | 26.58 | |
| 0.5948 | 45.83 | |
| -0.0034 | -0.25 | |
| 0.0041 | 0.90 | |
| 0.0133 | 5.21 | |
| 0.9855 | 320.69 |
Estimation Period:
Apr 2, 1998 to Feb 6, 2026
Apr 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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