Vrfabric SA AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.66% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6276 | 15.51 | |
| 0.2242 | 13.59 | |
| 0.4781 | 22.84 | |
| -0.8082 | -2.66 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
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