Forjas Taurus Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.03% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1035 | 22.16 | |
| 0.8751 | 156.97 | |
| -0.0327 | -5.06 | |
| 0.0014 | 0.42 | |
| 0.0065 | 5.92 | |
| 0.9932 | 713.00 |
Estimation Period:
Dec 5, 2001 to Feb 6, 2026
Dec 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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