Touax SA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.81% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2633 | 16.15 | |
| 0.1077 | 30.95 | |
| 0.8266 | 147.53 | |
| 0.5718 | 9.35 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities