Sparinvest - Index Sektor IN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:-0.00% (-10.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7197 | 7,197,260.00 | |
| 0.0303 | 302,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.2023 | 30.03 | |
| 0.9596 | 70.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 25, 2021 to Feb 13, 2026
Jan 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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