S A Fountaine Pajot AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.01% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6161 | 23.05 | |
| 0.2363 | 28.28 | |
| 0.6807 | 74.48 | |
| -0.0452 | -0.56 |
Estimation Period:
Jul 3, 2007 to Feb 6, 2026
Jul 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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