Lanson-BCC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.42% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1247 | 18.32 | |
| 0.1519 | 31.63 | |
| 0.8329 | 193.11 | |
| -0.2019 | -3.65 |
Estimation Period:
Dec 9, 1996 to Feb 6, 2026
Dec 9, 1996 to Feb 6, 2026
News Impact Curve
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