Vercom S.A. MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.48% (-7.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1637 | 6.35 | |
| 0.2574 | 2.75 | |
| -0.0107 | -0.41 | |
| 2.4961 | 0.06 | |
| 0.3709 | 0.05 | |
| 0.1409 | 0.01 |
Estimation Period:
May 6, 2021 to Feb 6, 2026
May 6, 2021 to Feb 6, 2026
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