Klarsen GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.85% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 7.99 | |
| 0.0404 | 16.25 | |
| 0.9596 | 414.68 |
Estimation Period:
May 16, 2011 to Feb 13, 2026
May 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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