Ve Wong AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.78% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 10.26 | |
| 0.0990 | 42.53 | |
| 0.8995 | 411.49 | |
| -0.2188 | -4.63 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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