TP AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.22% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3868 | 24.74 | |
| 0.1415 | 43.29 | |
| 0.8278 | 225.08 | |
| -0.4057 | -5.84 |
Estimation Period:
Dec 27, 1994 to Jan 30, 2026
Dec 27, 1994 to Jan 30, 2026
News Impact Curve
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