Vergnet GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:660.79% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 0.42 | |
| 0.0034 | 2.70 | |
| 0.9966 | 344.37 |
Estimation Period:
Jun 12, 2007 to Jan 23, 2026
Jun 12, 2007 to Jan 23, 2026
News Impact Curve
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