Baikowski SAS GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.03% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1413 | 5.20 | |
| 0.0464 | 11.28 | |
| 0.9306 | 176.22 |
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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