Alan Allman Associate AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.20% (-11.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7036 | 8.53 | |
| 0.2851 | 15.71 | |
| 0.7364 | 57.60 | |
| 0.3999 | 2.31 |
Estimation Period:
Apr 8, 2021 to Feb 13, 2026
Apr 8, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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