SPC SAMLIP AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.51% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1152 | 15.89 | |
| 0.1088 | 46.95 | |
| 0.8902 | 385.38 | |
| -0.1619 | -2.29 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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