Vivien Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.41% (+11.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1342 | 11.08 | |
| 0.0956 | 20.80 | |
| 0.8980 | 186.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities