HS Ad AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.54% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 17.97 | |
| 0.1474 | 51.31 | |
| 0.8421 | 323.65 | |
| 0.1689 | 4.06 |
Estimation Period:
Aug 11, 1999 to Feb 20, 2026
Aug 11, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities