SPC SAMLIP AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.78% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1157 | 15.89 | |
| 0.1090 | 46.95 | |
| 0.8901 | 384.31 | |
| -0.1632 | -2.31 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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