Sempio Co AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:49.29% (-6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4771 | 19.29 | |
| 0.2392 | 32.20 | |
| 0.7358 | 123.02 | |
| -0.5672 | -8.55 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities