Altheora SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.43% (-5.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8795 | 19.70 | |
| 0.1738 | 27.07 | |
| 0.7864 | 117.15 | |
| -0.0488 | -0.43 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities