Cosmax BTI Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.20% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1759 | 26.34 | |
| 0.1135 | 54.34 | |
| 0.8781 | 469.34 | |
| 0.0752 | 1.38 |
Estimation Period:
Feb 7, 2002 to Feb 13, 2026
Feb 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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