Baikowski Sas GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.33% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1967 | 6.62 | |
| 0.0933 | 12.75 | |
| 0.8801 | 88.71 |
Estimation Period:
Dec 27, 2018 to Feb 6, 2026
Dec 27, 2018 to Feb 6, 2026
News Impact Curve
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