Baikowski Sas AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.64% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3005 | 9.15 | |
| 0.1396 | 17.12 | |
| 0.8229 | 87.25 | |
| 0.3064 | 2.73 |
Estimation Period:
Dec 27, 2018 to Feb 6, 2026
Dec 27, 2018 to Feb 6, 2026
News Impact Curve
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