Vienna Stock Exchange Austrian Traded Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.69% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 11.37 | |
| 0.0992 | 38.09 | |
| 0.8678 | 332.25 | |
| 0.6078 | 31.19 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices