Banque Cantonale Vaudoise AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.54% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 5.82 | |
| 0.0882 | 13.33 | |
| 0.9035 | 119.53 | |
| -0.0413 | -0.96 |
Estimation Period:
Jun 6, 2014 to Feb 13, 2026
Jun 6, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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