Boryung AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.67% (-3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3923 | 27.79 | |
| 0.1212 | 43.46 | |
| 0.8359 | 252.62 | |
| -0.0728 | -1.33 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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