Passat Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.60% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2964 | 12.30 | |
| 0.1741 | 13.15 | |
| 0.1827 | 4.56 | |
| -0.9940 | -6.50 |
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Mar 10, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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