Abacus Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.16% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 14.58 | |
| 0.0758 | 35.66 | |
| 0.9138 | 346.67 | |
| -0.0200 | -0.60 |
Estimation Period:
Nov 14, 2002 to Feb 6, 2026
Nov 14, 2002 to Feb 6, 2026
News Impact Curve
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