Vergnet AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:1,386.45% (-5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0663 | -5.42 | |
| 0.0170 | 15.85 | |
| 0.9920 | 1,226.20 | |
| 1.0751 | 2.31 |
Estimation Period:
Jun 12, 2007 to Jan 23, 2026
Jun 12, 2007 to Jan 23, 2026
News Impact Curve
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