Poujoulat AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.17% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7777 | 11.10 | |
| 0.1529 | 16.97 | |
| 0.7568 | 49.43 | |
| -0.0820 | -0.58 |
Estimation Period:
Nov 29, 2021 to Feb 6, 2026
Nov 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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