Aubay AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.22% (-4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2409 | 26.32 | |
| 0.1649 | 57.32 | |
| 0.8044 | 380.68 | |
| 0.3505 | 8.01 |
Estimation Period:
Jun 26, 1998 to Feb 13, 2026
Jun 26, 1998 to Feb 13, 2026
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