Interactive Brokers Group Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.48% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1529 | 18.96 | |
| 0.1174 | 28.90 | |
| 0.8470 | 198.03 | |
| 0.5603 | 12.36 |
Estimation Period:
May 4, 2007 to Feb 13, 2026
May 4, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities