Yamashin-Filter Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.78% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3134 | 30.14 | |
| 0.2799 | 15.37 | |
| 0.1044 | 7.97 | |
| -0.0277 | -0.17 |
Estimation Period:
Oct 8, 2014 to Feb 13, 2026
Oct 8, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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