Pc Direct AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.32% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5677 | 20.38 | |
| 0.1604 | 30.24 | |
| 0.8150 | 159.25 | |
| 0.0017 | 0.01 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities