Poujoulat AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.56% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4041 | 15.98 | |
| 0.1331 | 30.96 | |
| 0.8400 | 155.51 | |
| -0.2751 | -1.48 |
Estimation Period:
Feb 26, 1992 to Feb 6, 2026
Feb 26, 1992 to Feb 6, 2026
News Impact Curve
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