Afyren Sas AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.48% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3343 | 12.52 | |
| 0.2213 | 23.38 | |
| 0.6969 | 49.28 | |
| -0.0272 | -0.13 |
Estimation Period:
Oct 1, 2021 to Feb 6, 2026
Oct 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities