Bermuda Stock Exchange Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.40% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 19.99 | |
| 0.0686 | 44.33 | |
| 0.9301 | 742.28 | |
| 0.0289 | 0.53 |
Estimation Period:
Jun 14, 1994 to Dec 31, 2025
Jun 14, 1994 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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