Tubacex SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.37% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0932 | 26.49 | |
| 0.6956 | 65.33 | |
| 0.0813 | 12.32 | |
| 0.0125 | 2.31 | |
| 0.0137 | 4.47 | |
| 0.9841 | 259.39 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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