Rana Gruber ASA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4640 | 17.36 | |
| 0.1955 | 15.10 | |
| 0.5193 | 29.00 | |
| 0.7009 | 6.36 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Rana Gruber ASA Analyses
Other AGARCH Analyses on International Equities