Cosmax BTI Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.08% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1754 | 26.28 | |
| 0.1134 | 54.34 | |
| 0.8782 | 469.63 | |
| 0.0779 | 1.44 |
Estimation Period:
Feb 7, 2002 to Feb 20, 2026
Feb 7, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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