Baikowski SAS AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.88% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1411 | 5.30 | |
| 0.0466 | 11.18 | |
| 0.9303 | 178.94 | |
| 0.1609 | 1.86 |
Estimation Period:
Jun 7, 2019 to Feb 13, 2026
Jun 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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