Sogeclair GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.34% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3041 | 17.21 | |
| 0.1447 | 27.63 | |
| 0.8172 | 120.11 |
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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