Bawag P.S.K. AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.40% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3156 | 4.79 | |
| 0.1331 | 16.51 | |
| 0.7732 | 39.92 | |
| 0.2654 | 2.98 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
News Impact Curve
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