Salomon A. Angel GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:45.20% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5304 | 14.53 | |
| 0.0883 | 17.88 | |
| 0.8260 | 96.58 |
Estimation Period:
Jun 5, 2010 to Feb 13, 2026
Jun 5, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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