Auto Hall AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.66% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5557 | 11.34 | |
| 0.1010 | 19.12 | |
| 0.7689 | 51.73 | |
| -0.0087 | -0.12 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
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