Farmsco AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:91.49% (-9.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5361 | 26.33 | |
| 0.1380 | 40.10 | |
| 0.8126 | 214.98 | |
| -0.3336 | -4.99 |
Estimation Period:
Oct 25, 1999 to Feb 20, 2026
Oct 25, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities