Alpha Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.12% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3394 | 20.94 | |
| 0.0879 | 47.35 | |
| 0.8763 | 451.70 | |
| -0.5860 | -7.27 |
Estimation Period:
Sep 10, 2009 to Feb 6, 2026
Sep 10, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities