TP AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.18% (-3.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3865 | 24.80 | |
| 0.1409 | 43.31 | |
| 0.8284 | 226.09 | |
| -0.4040 | -5.82 |
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Dec 27, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities