Rana Gruber ASA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.15% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9348 | 9.18 | |
| 0.1519 | 13.78 | |
| 0.6794 | 28.42 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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