SAS Florentaise AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:103.66% (-20.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6914 | 5.99 | |
| 0.4328 | 6.93 | |
| 0.5237 | 11.73 | |
| 1.4923 | 2.55 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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