Passat Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.20% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2861 | 10.63 | |
| 0.1369 | 12.34 | |
| 0.6312 | 23.27 |
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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