Alan Allman Associate GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:83.41% (-9.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7131 | 7.40 | |
| 0.2280 | 11.36 | |
| 0.7720 | 43.63 |
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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