Sogeclair AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.69% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2869 | 16.09 | |
| 0.1390 | 28.87 | |
| 0.8214 | 132.97 | |
| 0.3132 | 4.72 |
Estimation Period:
Nov 26, 1998 to Feb 13, 2026
Nov 26, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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