SPC SAMLIP AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.58% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1146 | 15.86 | |
| 0.1087 | 46.97 | |
| 0.8904 | 386.27 | |
| -0.1610 | -2.28 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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