Datawalk Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:83.37% (-7.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4018 | 9.78 | |
| 0.1232 | 10.31 | |
| 0.7592 | 37.36 | |
| 0.1618 | 0.42 |
Estimation Period:
Mar 3, 2021 to Feb 13, 2026
Mar 3, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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