BIG Banc Split COR CL Shares AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.12% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7165 | 13.93 | |
| 0.2305 | 18.29 | |
| 0.5279 | 23.83 | |
| 0.6931 | 10.63 |
Estimation Period:
Jun 26, 2020 to Feb 6, 2026
Jun 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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