Vrfabric SA MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:47.48% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2483 | 15.95 | |
| 0.2449 | 4.87 | |
| -0.1079 | -5.74 | |
| 8.7250 | 0.29 | |
| 0.3823 | 0.27 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 29, 2023 to Feb 6, 2026
Jun 29, 2023 to Feb 6, 2026
News Impact Curve
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