Samse AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.40% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5643 | 11.60 | |
| 0.1957 | 13.61 | |
| 0.6299 | 27.76 | |
| 0.1370 | 1.67 |
Estimation Period:
Nov 1, 2021 to Jan 30, 2026
Nov 1, 2021 to Jan 30, 2026
News Impact Curve
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