TP AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.60% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3868 | 24.76 | |
| 0.1414 | 43.28 | |
| 0.8279 | 225.04 | |
| -0.4022 | -5.80 |
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Dec 27, 1994 to Feb 13, 2026
News Impact Curve
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