D.L.S.I. AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.56% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5734 | 16.56 | |
| 0.1803 | 20.66 | |
| 0.7021 | 58.80 | |
| 0.0040 | 0.04 |
Estimation Period:
Dec 26, 2006 to Feb 6, 2026
Dec 26, 2006 to Feb 6, 2026
News Impact Curve
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