Train Alliance AB AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.96% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5220 | 10.78 | |
| 0.1551 | 16.14 | |
| 0.7307 | 45.76 | |
| -0.2621 | -2.89 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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