Aurea AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.18% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4256 | 10.50 | |
| 0.1377 | 14.33 | |
| 0.6445 | 28.19 | |
| 0.1743 | 1.05 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities