Automobile & PCB AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.02% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9135 | 24.55 | |
| 0.1212 | 37.67 | |
| 0.8378 | 190.81 | |
| -0.2037 | -1.97 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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