S&P Asia 50 CME AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.09% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 9.87 | |
| 0.0899 | 55.01 | |
| 0.8876 | 610.45 | |
| 0.5559 | 24.73 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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