ABC arbitrage AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.01% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1053 | 15.74 | |
| 0.1898 | 29.80 | |
| 0.8077 | 156.87 | |
| -0.0933 | -1.98 |
Estimation Period:
Feb 2, 1999 to Feb 13, 2026
Feb 2, 1999 to Feb 13, 2026
News Impact Curve
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