Ackermans & van Haaren NV AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.48% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1244 | 21.95 | |
| 0.1489 | 42.96 | |
| 0.7947 | 171.61 | |
| 0.2652 | 10.32 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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