Farmsco AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:108.63% (-11.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5346 | 26.28 | |
| 0.1380 | 40.11 | |
| 0.8128 | 215.31 | |
| -0.3341 | -5.00 |
Estimation Period:
Oct 25, 1999 to Feb 13, 2026
Oct 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities