Alfa Financial SOF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:58.99% (-12.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7279 | 12.00 | |
| 0.1567 | 15.33 | |
| 0.5029 | 17.63 | |
| -0.2624 | -1.16 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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