DELFINGEN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.07% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1670 | 9.07 | |
| 0.0830 | 30.41 | |
| 0.8922 | 245.10 | |
| 0.6826 | 7.54 |
Estimation Period:
Feb 7, 1996 to Feb 13, 2026
Feb 7, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities