Cas AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.03% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2829 | 21.13 | |
| 0.1951 | 47.23 | |
| 0.8147 | 291.68 | |
| -0.2411 | -4.16 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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