ABC arbitrage GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.51% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 8.33 | |
| 0.0348 | 20.99 | |
| 0.9636 | 519.17 |
Estimation Period:
Feb 2, 1999 to Feb 6, 2026
Feb 2, 1999 to Feb 6, 2026
News Impact Curve
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