Albert David AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.47% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6681 | 17.58 | |
| 0.1290 | 21.38 | |
| 0.7960 | 93.84 | |
| -0.2569 | -1.56 |
Estimation Period:
Jan 5, 2010 to Feb 6, 2026
Jan 5, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities