VAT Group AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.65% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 5.50 | |
| 0.0240 | 14.39 | |
| 0.9681 | 346.61 | |
| 0.0295 | 0.08 |
Estimation Period:
Apr 19, 2016 to Feb 6, 2026
Apr 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities