System D Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.11% (+10.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2934 | 12.32 | |
| 0.2697 | 32.27 | |
| 0.7592 | 134.00 | |
| -0.5388 | -7.25 |
Estimation Period:
Apr 27, 2006 to Feb 13, 2026
Apr 27, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities