S A Fountaine Pajot AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.20% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5110 | 7.62 | |
| 0.0957 | 12.59 | |
| 0.7515 | 42.55 | |
| 0.9493 | 6.96 |
Estimation Period:
May 20, 2021 to Feb 6, 2026
May 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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