AECOM AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.38% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2587 | 14.40 | |
| 0.1305 | 27.87 | |
| 0.8118 | 144.27 | |
| 0.5540 | 7.88 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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