A Capital Holding AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.76% (-7.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7120 | 20.36 | |
| 0.9455 | 15.03 | |
| 0.1308 | 9.07 | |
| -0.0369 | -0.26 |
Estimation Period:
May 26, 2023 to Feb 5, 2026
May 26, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other A Capital Holding Analyses
Other AGARCH Analyses on International Equities