Aubay Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.77% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4018 | 11.24 | |
| 0.0594 | 7.21 | |
| 0.8541 | 71.15 |
Estimation Period:
Jun 12, 2009 to Feb 13, 2026
Jun 12, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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