Klarsen AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.64% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0299 | -3.25 | |
| 0.0602 | 22.71 | |
| 0.9488 | 436.42 | |
| 0.9048 | 9.25 |
Estimation Period:
May 16, 2011 to Feb 6, 2026
May 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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