Automobile & PCB AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.33% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9206 | 24.64 | |
| 0.1219 | 37.67 | |
| 0.8369 | 189.64 | |
| -0.2123 | -2.05 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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