Vectis Datagro Credito Agron MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.67% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2254 | 23.18 | |
| 0.7804 | 123.65 | |
| -0.0123 | -0.58 | |
| 0.6991 | 26.18 | |
| 0.0000 | 0.01 | |
| 0.9977 | 798.16 |
Estimation Period:
Jul 1, 2022 to Feb 6, 2026
Jul 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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