Afyren SAS GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.55% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6591 | 12.00 | |
| 0.1355 | 13.88 | |
| 0.8237 | 82.76 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities